+113.3%
EIX vs ALLY
+101.5%
+11.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | +2.5% | -1.1% | +3.7% | +2.8% |
| 30D | +14.1% | +4.2% | +9.9% | +13.1% |
| 3M | -9.4% | -12.4% | +3.0% | -7.1% |
| 6M | -9.1% | -8.7% | -0.4% | -7.8% |
| YTD | +7.1% | -11.6% | +18.8% | +9.0% |
| 1Y | +13.3% | +0.2% | +13.1% | +12.0% |
| 3Y | +10.9% | +57.1% | -46.2% | -2.8% |
| 5Y | +21.0% | -6.8% | +27.8% | +14.9% |
| 10Y | +33.6% | +200.4% | -166.8% | -5.1% |
| All | +113.3% | +101.5% | +11.8% | +56.4% |
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 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