+47.8%
ADP vs EIX
+8.4%
+39.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -1.0% |
| 7D | +3.2% | +1.0% | +2.2% | +3.2% |
| 30D | +14.9% | +9.1% | +5.8% | +14.2% |
| 3M | +11.6% | -10.2% | +21.9% | +12.1% |
| 6M | +48.5% | -11.2% | +59.7% | +49.0% |
| YTD | +20.6% | +4.5% | +16.1% | +17.2% |
| 1Y | +23.7% | +10.9% | +12.8% | +19.0% |
| 3Y | +47.8% | +8.4% | +39.4% | +37.8% |
| All | +47.8% | +8.4% | +39.4% | +37.8% |
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