-2.1%
ELV vs EIX
+10.6%
-12.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +0.4% | +8.5% | -8.2% | -0.4% |
| 3M | +8.4% | -13.5% | +21.8% | +9.3% |
| 6M | +8.4% | -12.4% | +20.8% | +9.0% |
| YTD | +24.4% | +5.9% | +18.5% | +22.1% |
| 1Y | +33.5% | +7.6% | +25.9% | +30.8% |
| 3Y | -2.1% | +12.8% | -14.9% | -7.4% |
| All | -2.1% | +10.6% | -12.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling