+25.1%
ADM vs EIX
+17.6%
+7.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -9.0% | +1.0% | -10.0% | -9.2% |
| 30D | -14.0% | +9.1% | -23.1% | -15.8% |
| 3M | -9.2% | -10.2% | +1.1% | -8.2% |
| 6M | -9.2% | -11.2% | +2.1% | -8.2% |
| YTD | +24.2% | +4.5% | +19.7% | +19.2% |
| 1Y | +27.0% | +10.9% | +16.1% | +19.7% |
| 3Y | +6.6% | +8.4% | -1.8% | -2.8% |
| All | +25.1% | +17.6% | +7.5% | +6.1% |
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 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