+17.0%
EIX vs ALLY
-9.3%
+26.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +1.0% | -0.7% | +1.6% | +1.1% |
| 30D | +8.9% | +1.1% | +7.7% | +8.7% |
| 3M | -9.8% | -13.2% | +3.4% | -7.8% |
| 6M | -10.2% | -13.5% | +3.3% | -8.4% |
| YTD | +5.9% | -14.3% | +20.2% | +8.0% |
| 1Y | +10.9% | -1.1% | +12.0% | +10.1% |
| 3Y | +10.2% | +62.0% | -51.8% | -1.5% |
| 5Y | +17.0% | -9.6% | +26.7% | +9.4% |
| All | +17.0% | -9.3% | +26.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling