+9.4%
EIX vs ALLE
+15.9%
-6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +7.7% | +27.4% | -19.7% | +4.3% |
| 3M | -12.9% | +13.8% | -26.7% | -14.2% |
| 6M | -12.7% | +45.5% | -58.2% | -17.7% |
| YTD | +5.5% | +21.4% | -15.9% | +1.4% |
| 1Y | +9.4% | +15.4% | -6.0% | +5.7% |
| All | +9.4% | +15.9% | -6.5% | +5.7% |
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