+8.4%
EIX vs ALLY
+54.4%
-45.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | +9.1% | +3.1% | +6.0% | +8.6% |
| 3M | -10.2% | -12.6% | +2.3% | -8.4% |
| 6M | -11.2% | -12.4% | +1.2% | -9.6% |
| YTD | +4.5% | -13.2% | +17.6% | +6.4% |
| 1Y | +10.9% | +1.8% | +9.1% | +9.2% |
| 3Y | +8.4% | +58.0% | -49.6% | -7.2% |
| All | +8.4% | +54.4% | -45.9% | -7.2% |
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