+102.6%
ADM vs EIX
+30.9%
+71.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -7.8% | +0.7% | -8.5% | -8.0% |
| 30D | -12.6% | +8.8% | -21.3% | -14.7% |
| 3M | -8.2% | -10.9% | +2.7% | -6.7% |
| 6M | -8.9% | -10.3% | +1.4% | -7.9% |
| YTD | +24.0% | +5.8% | +18.1% | +18.5% |
| 1Y | +26.2% | +11.4% | +14.8% | +18.6% |
| 3Y | +7.0% | +11.1% | -4.1% | -2.1% |
| 5Y | +24.9% | +18.5% | +6.4% | +10.5% |
| 10Y | +102.6% | +32.2% | +70.4% | +66.1% |
| All | +102.6% | +30.9% | +71.7% | +66.1% |
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