+2,419.4%
ELV vs EIX
+744.1%
+1,675.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +3.3% | -19.1% | +22.4% | +9.1% |
| 30D | +4.2% | -16.9% | +21.1% | +8.8% |
| 3M | -0.1% | -20.0% | +19.9% | +5.3% |
| 6M | +41.3% | -21.3% | +62.6% | +49.4% |
| YTD | +17.4% | -1.7% | +19.1% | +14.9% |
| 1Y | +35.1% | +9.6% | +25.5% | +27.0% |
| 3Y | -3.2% | -3.7% | +0.4% | -7.7% |
| 5Y | +15.6% | +22.6% | -7.0% | -0.3% |
| 10Y | +276.8% | +17.7% | +259.1% | +214.7% |
| All | +2,419.4% | +744.1% | +1,675.3% | +1,106.5% |
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 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