+318.8%
ADP vs EIX
+34.4%
+284.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | -2.5% | +3.5% | +1.7% |
| 30D | +11.9% | +7.7% | +4.2% | +9.5% |
| 3M | +13.7% | -12.9% | +26.6% | +16.5% |
| 6M | +46.8% | -12.7% | +59.4% | +49.5% |
| YTD | +21.8% | +5.5% | +16.3% | +15.4% |
| 1Y | +23.5% | +9.4% | +14.2% | +15.5% |
| 3Y | +44.1% | +9.7% | +34.4% | +30.2% |
| 5Y | +49.9% | +16.9% | +32.9% | +30.4% |
| 10Y | +318.8% | +34.3% | +284.5% | +221.0% |
| All | +318.8% | +34.4% | +284.4% | +221.0% |
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