+170.0%
ADM vs EIX
+23.9%
+146.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.4% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | +11.0% | -13.5% | +24.6% | +14.0% |
| 3M | +6.0% | -15.3% | +21.3% | +9.4% |
| 6M | +26.9% | -15.3% | +42.3% | +30.7% |
| YTD | +50.0% | +2.7% | +47.3% | +44.9% |
| 1Y | +39.6% | +17.4% | +22.1% | +28.9% |
| 3Y | +18.5% | -1.3% | +19.9% | +13.0% |
| 5Y | +62.6% | +27.2% | +35.4% | +40.5% |
| All | +170.0% | +23.9% | +146.1% | +121.1% |
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