+2,721.6%
UL vs EIX
+1,170.2%
+1,551.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +5.5% | -12.9% | +18.3% | +7.3% |
| 6M | +17.0% | -12.7% | +29.7% | +18.9% |
| YTD | +3.2% | +5.5% | -2.3% | +0.8% |
| 1Y | -1.9% | +9.4% | -11.2% | -4.8% |
| 3Y | +33.6% | +9.7% | +23.9% | +27.8% |
| 5Y | +31.5% | +16.9% | +14.6% | +23.2% |
| 10Y | +103.9% | +34.3% | +69.7% | +79.6% |
| All | +2,721.6% | +1,170.2% | +1,551.4% | +1,428.3% |
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