+9.6%
EIX vs ALLY
+9.5%
+0.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -19.1% | +3.7% | -22.8% | -19.3% |
| 30D | -16.9% | -2.3% | -14.6% | -16.7% |
| 3M | -20.0% | +3.8% | -23.8% | -20.3% |
| 6M | -21.3% | +9.7% | -31.0% | -22.2% |
| YTD | -1.7% | -1.4% | -0.3% | -0.5% |
| 1Y | +9.6% | +8.2% | +1.3% | +5.4% |
| All | +9.6% | +9.5% | +0.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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