+64.4%
UL vs EIX
+19.9%
+44.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +0.5% | -19.3% | +19.8% | +4.1% |
| 3M | +7.2% | -21.7% | +28.9% | +11.9% |
| 6M | -3.1% | -19.8% | +16.8% | +0.5% |
| YTD | -2.7% | -3.0% | +0.3% | -3.5% |
| 1Y | -10.2% | +5.1% | -15.3% | -12.7% |
| 3Y | +20.3% | -7.0% | +27.2% | +18.4% |
| 5Y | +19.9% | +22.0% | -2.1% | +9.4% |
| All | +64.4% | +19.9% | +44.5% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling