-7.5%
ELV vs EIX
-4.8%
-2.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -2.2% | +4.1% | -6.3% | -2.6% |
| 30D | -0.2% | -15.3% | +15.1% | +0.8% |
| 3M | -6.1% | -18.4% | +12.3% | -4.8% |
| 6M | +42.8% | -16.8% | +59.7% | +44.2% |
| YTD | +14.4% | -0.6% | +14.9% | +13.0% |
| 1Y | +28.6% | +10.7% | +18.0% | +25.3% |
| All | -7.5% | -4.8% | -2.8% | -10.5% |
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 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