+32.2%
EIX vs ALM
+2,221.4%
-2,189.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | +1.2% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +8.8% | -26.1% | +34.8% | +9.2% |
| 3M | -10.9% | -38.1% | +27.2% | -10.3% |
| 6M | -10.3% | -55.4% | +45.1% | -9.4% |
| YTD | +5.8% | -0.4% | +6.2% | +5.3% |
| 1Y | +11.4% | +25.4% | -14.0% | +10.2% |
| 3Y | +11.1% | +907.8% | -896.7% | +4.3% |
| 5Y | +18.5% | +440.2% | -421.7% | +11.7% |
| 10Y | +32.2% | +2,031.1% | -1,998.9% | +21.0% |
| All | +32.2% | +2,221.4% | -2,189.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling