+11,904.6%
ADP vs EIX
+1,158.5%
+10,746.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.7% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | +14.9% | +9.1% | +5.8% | +12.6% |
| 3M | +11.6% | -10.2% | +21.9% | +13.0% |
| 6M | +48.5% | -11.2% | +59.7% | +50.2% |
| YTD | +20.6% | +4.5% | +16.1% | +16.7% |
| 1Y | +23.7% | +10.9% | +12.8% | +18.0% |
| 3Y | +47.8% | +8.4% | +39.4% | +39.3% |
| 5Y | +47.7% | +18.0% | +29.8% | +35.7% |
| 10Y | +324.0% | +30.3% | +293.7% | +271.0% |
| All | +11,904.6% | +1,158.5% | +10,746.1% | +5,543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling