+35.1%
EIX vs ALLY
+182.8%
-147.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +1.0% | -0.7% | +1.6% | +1.1% |
| 30D | +8.9% | +1.1% | +7.7% | +8.6% |
| 3M | -9.8% | -13.2% | +3.4% | -7.0% |
| 6M | -10.2% | -13.5% | +3.3% | -7.6% |
| YTD | +5.9% | -14.3% | +20.2% | +8.7% |
| 1Y | +10.9% | -1.1% | +12.0% | +9.9% |
| 3Y | +10.2% | +62.0% | -51.8% | -6.0% |
| 5Y | +17.0% | -9.6% | +26.7% | +11.4% |
| 10Y | +35.1% | +176.0% | -140.9% | -6.1% |
| All | +35.1% | +182.8% | -147.7% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling