+108.4%
EIX vs ALLE
+331.3%
-222.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.1% | +20.6% | -6.5% | +6.6% |
| 3M | -9.4% | +11.4% | -20.8% | -13.0% |
| 6M | -9.1% | +42.5% | -51.6% | -20.4% |
| YTD | +7.1% | +18.9% | -11.7% | -0.5% |
| 1Y | +13.3% | +14.2% | -0.9% | +6.7% |
| 3Y | +10.9% | +90.7% | -79.8% | -14.6% |
| 5Y | +21.0% | +52.5% | -31.5% | -1.1% |
| 10Y | +33.6% | +231.2% | -197.6% | -10.5% |
| All | +108.4% | +331.3% | -222.9% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling