+271.8%
ELV vs EIX
+21.5%
+250.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | +7.2% | -18.8% | +26.0% | +12.4% |
| 3M | +3.4% | -19.7% | +23.1% | +8.4% |
| 6M | +48.6% | -18.2% | +66.8% | +54.5% |
| YTD | +20.6% | -1.7% | +22.3% | +17.5% |
| 1Y | +38.5% | +7.8% | +30.7% | +30.5% |
| 3Y | -2.4% | -5.6% | +3.2% | -6.6% |
| 5Y | +25.3% | +23.7% | +1.7% | +5.7% |
| All | +271.8% | +21.5% | +250.3% | +200.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling