+313.7%
ADP vs EIX
+30.9%
+282.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +11.5% | +8.8% | +2.8% | +8.8% |
| 3M | +12.0% | -10.9% | +23.0% | +14.0% |
| 6M | +43.8% | -10.3% | +54.1% | +45.2% |
| YTD | +20.1% | +5.8% | +14.2% | +13.7% |
| 1Y | +22.3% | +11.4% | +10.9% | +13.7% |
| 3Y | +43.3% | +11.1% | +32.2% | +29.0% |
| 5Y | +47.3% | +18.5% | +28.9% | +27.7% |
| 10Y | +313.7% | +32.2% | +281.5% | +219.5% |
| All | +313.7% | +30.9% | +282.8% | +219.5% |
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