+18.6%
EIX vs ALLE
+51.6%
-33.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +1.4% | +3.6% | -2.2% | +0.3% |
| 30D | +8.5% | +25.9% | -17.3% | +1.0% |
| 3M | -13.5% | +15.8% | -29.2% | -17.4% |
| 6M | -12.4% | +48.1% | -60.4% | -23.2% |
| YTD | +5.9% | +22.0% | -16.1% | -1.5% |
| 1Y | +7.6% | +18.0% | -10.4% | +1.2% |
| 3Y | +12.8% | +93.1% | -80.3% | -12.3% |
| All | +18.6% | +51.6% | -33.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling