+7.8%
EIX vs ALLE
+14.3%
-6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -1.5% | +1.6% | -3.0% | -1.7% |
| 30D | +8.1% | +24.1% | -16.0% | +5.1% |
| 3M | -12.1% | +14.8% | -27.0% | -13.6% |
| 6M | -13.4% | +45.9% | -59.3% | -18.4% |
| YTD | +5.6% | +20.7% | -15.2% | +1.6% |
| 1Y | +7.8% | +14.2% | -6.3% | +4.4% |
| All | +7.8% | +14.3% | -6.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling