+141.2%
ADI vs EIX
+28.1%
+113.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.8% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | -6.6% | -13.5% | +7.0% | -4.4% |
| 3M | -9.8% | -15.3% | +5.5% | -7.5% |
| 6M | +15.7% | -15.3% | +31.0% | +18.4% |
| YTD | +35.1% | +2.7% | +32.4% | +30.0% |
| 1Y | +47.7% | +17.4% | +30.3% | +35.7% |
| 3Y | +114.5% | -1.3% | +115.8% | +99.3% |
| 5Y | +141.2% | +27.2% | +114.1% | +101.3% |
| All | +141.2% | +28.1% | +113.1% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling