+17.6%
EIX vs ALLY
+193.4%
-175.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -19.1% | +3.7% | -22.8% | -19.8% |
| 30D | -16.9% | -2.3% | -14.6% | -16.5% |
| 3M | -20.0% | +3.8% | -23.8% | -20.9% |
| 6M | -21.3% | +9.7% | -31.0% | -23.5% |
| YTD | -1.7% | -1.4% | -0.3% | -2.2% |
| 1Y | +9.6% | +8.2% | +1.3% | +6.4% |
| 3Y | -3.7% | +66.5% | -70.2% | -18.1% |
| 5Y | +22.6% | +1.2% | +21.4% | +13.7% |
| All | +17.6% | +193.4% | -175.8% | -18.8% |
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