-33.4%
ELAN vs EIX
+26.4%
-59.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.8% |
| 7D | +0.3% | +0.9% | -0.7% | -0.3% |
| 30D | +8.4% | -13.5% | +21.9% | +11.9% |
| 3M | +1.2% | -15.3% | +16.5% | +5.1% |
| 6M | +2.6% | -15.3% | +17.9% | +6.2% |
| YTD | +5.9% | +2.7% | +3.2% | +1.3% |
| 1Y | +25.8% | +17.4% | +8.4% | +13.5% |
| 3Y | +106.8% | -1.3% | +108.2% | +95.1% |
| 5Y | -29.3% | +27.2% | -56.5% | -40.6% |
| All | -33.4% | +26.4% | -59.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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