+53.2%
ADP vs EIX
+22.8%
+30.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.4% | -19.1% | +15.7% | -0.2% |
| 30D | +2.8% | -16.9% | +19.7% | +5.4% |
| 3M | +20.9% | -20.0% | +40.9% | +24.8% |
| 6M | +29.9% | -21.3% | +51.2% | +34.2% |
| YTD | +9.6% | -1.7% | +11.4% | +6.2% |
| 1Y | -5.3% | +9.6% | -14.8% | -11.3% |
| 3Y | +16.5% | -3.7% | +20.2% | +9.5% |
| All | +53.2% | +22.8% | +30.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling