+108.1%
EIX vs ALLY
+98.1%
+10.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +9.1% | +3.1% | +6.0% | +8.4% |
| 3M | -10.2% | -12.6% | +2.3% | -7.9% |
| 6M | -11.2% | -12.4% | +1.2% | -9.2% |
| YTD | +4.5% | -13.2% | +17.6% | +6.7% |
| 1Y | +10.9% | +1.8% | +9.1% | +9.3% |
| 3Y | +8.4% | +58.0% | -49.6% | -5.1% |
| 5Y | +18.0% | -8.4% | +26.4% | +12.4% |
| 10Y | +30.3% | +195.3% | -165.0% | -7.1% |
| All | +108.1% | +98.1% | +10.0% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling