+47.1%
ADP vs EIX
+10.6%
+36.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +10.6% | +8.5% | +2.0% | +9.9% |
| 3M | +12.9% | -13.5% | +26.4% | +13.9% |
| 6M | +50.6% | -12.4% | +63.0% | +51.5% |
| YTD | +23.2% | +5.9% | +17.3% | +19.6% |
| 1Y | +25.3% | +7.6% | +17.7% | +21.3% |
| 3Y | +47.1% | +12.8% | +34.4% | +35.8% |
| All | +47.1% | +10.6% | +36.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling