+100.0%
EIX vs ALM
+7,705.7%
-7,605.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -19.1% | -2.6% | -16.5% | -19.1% |
| 30D | -16.9% | +32.0% | -48.9% | -17.0% |
| 3M | -20.0% | -15.0% | -5.0% | -20.0% |
| 6M | -21.3% | -10.1% | -11.2% | -21.3% |
| YTD | -1.7% | +99.4% | -101.1% | -2.0% |
| 1Y | +9.6% | +316.4% | -306.8% | +8.9% |
| 3Y | -3.7% | +2,022.0% | -2,025.7% | -4.9% |
| 5Y | +22.6% | +941.2% | -918.6% | +21.2% |
| 10Y | +17.7% | +2,950.3% | -2,932.7% | +15.6% |
| All | +100.0% | +7,705.7% | -7,605.8% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling