+103.9%
UL vs EIX
+34.4%
+69.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -1.7% | -2.5% | +0.8% | -1.2% |
| 30D | +4.5% | +7.7% | -3.2% | +2.9% |
| 3M | +5.5% | -12.9% | +18.3% | +7.5% |
| 6M | +17.0% | -12.7% | +29.7% | +19.1% |
| YTD | +3.2% | +5.5% | -2.3% | +0.4% |
| 1Y | -1.9% | +9.4% | -11.2% | -5.3% |
| 3Y | +33.6% | +9.7% | +23.9% | +26.8% |
| 5Y | +31.5% | +16.9% | +14.6% | +21.4% |
| 10Y | +103.9% | +34.3% | +69.7% | +68.9% |
| All | +103.9% | +34.4% | +69.6% | +68.9% |
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