+64.2%
ADM vs EIX
+22.8%
+41.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +3.8% | -19.1% | +22.9% | +8.0% |
| 30D | +9.8% | -16.9% | +26.7% | +13.2% |
| 3M | +2.1% | -20.0% | +22.1% | +6.3% |
| 6M | +27.5% | -21.3% | +48.8% | +33.1% |
| YTD | +50.2% | -1.7% | +51.9% | +46.6% |
| 1Y | +40.6% | +9.6% | +31.0% | +32.6% |
| 3Y | +17.2% | -3.7% | +20.9% | +11.5% |
| All | +64.2% | +22.8% | +41.4% | +43.8% |
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