+270.5%
ADP vs EIX
+23.2%
+247.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -4.8% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | -1.2% | -13.5% | +12.3% | +1.4% |
| 3M | +17.9% | -15.3% | +33.1% | +21.4% |
| 6M | +20.3% | -15.3% | +35.7% | +23.5% |
| YTD | +5.8% | +2.7% | +3.1% | +1.2% |
| 1Y | -7.7% | +17.4% | -25.2% | -16.0% |
| 3Y | +14.7% | -1.3% | +16.1% | +7.8% |
| 5Y | +45.8% | +27.2% | +18.6% | +22.7% |
| 10Y | +270.5% | +22.7% | +247.8% | +195.4% |
| All | +270.5% | +23.2% | +247.3% | +195.4% |
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