+14.5%
ELV vs EIX
+24.3%
-9.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | -2.2% | +4.1% | -6.3% | -2.9% |
| 30D | -0.2% | -15.3% | +15.1% | +1.8% |
| 3M | -6.1% | -18.4% | +12.3% | -3.7% |
| 6M | +42.8% | -16.8% | +59.7% | +45.6% |
| YTD | +14.4% | -0.6% | +14.9% | +12.0% |
| 1Y | +28.6% | +10.7% | +18.0% | +22.7% |
| 3Y | -7.4% | -4.5% | -2.9% | -10.5% |
| 5Y | +14.5% | +24.0% | -9.6% | -5.7% |
| All | +14.5% | +24.3% | -9.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling