+17.0%
EIX vs ALLE
+144.1%
-127.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -19.1% | -0.2% | -18.9% | -19.0% |
| 30D | -16.9% | -6.8% | -10.1% | -14.6% |
| 3M | -20.0% | +21.0% | -41.0% | -26.2% |
| 6M | -21.3% | +1.1% | -22.4% | -22.3% |
| YTD | -1.7% | -0.5% | -1.2% | -2.7% |
| 1Y | +9.6% | -7.3% | +16.8% | +11.3% |
| 3Y | -3.7% | +42.3% | -45.9% | -19.3% |
| 5Y | +22.6% | +13.5% | +9.2% | +10.4% |
| All | +17.0% | +144.1% | -127.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling