+12.3%
EIX vs ALLY
+65.2%
-52.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -2.5% | -2.8% | +0.2% | -2.1% |
| 30D | +7.7% | +1.9% | +5.8% | +7.4% |
| 3M | -12.9% | -12.1% | -0.7% | -11.2% |
| 6M | -12.7% | -9.0% | -3.7% | -11.7% |
| YTD | +5.5% | -12.9% | +18.4% | +7.3% |
| 1Y | +9.4% | -0.1% | +9.5% | +8.1% |
| All | +12.3% | +65.2% | -52.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling