+1.1%
UL vs EIX
+18.9%
-17.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +2.8% |
| 7D | +4.7% | +4.5% | +0.2% | +3.9% |
| 30D | +11.6% | +15.2% | -3.6% | +9.1% |
| 3M | +5.3% | -11.6% | +16.9% | +7.0% |
| 6M | +16.0% | -8.4% | +24.4% | +16.5% |
| YTD | +5.0% | +8.2% | -3.2% | -4.7% |
| 1Y | +1.1% | +16.6% | -15.5% | -12.0% |
| All | +1.1% | +18.9% | -17.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling