+215.4%
ADSK vs EIX
+19.9%
+195.5%
-52.0%
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% | +0.7% |
| 7D | -2.5% | -1.4% | -1.2% | -2.3% |
| 30D | -14.9% | -19.3% | +4.4% | -11.4% |
| 3M | +3.3% | -21.7% | +25.0% | +8.0% |
| 6M | -15.7% | -19.8% | +4.2% | -12.7% |
| YTD | -28.2% | -3.0% | -25.2% | -29.9% |
| 1Y | -34.5% | +5.1% | -39.6% | -37.7% |
| 3Y | -2.9% | -7.0% | +4.1% | -6.6% |
| 5Y | -25.3% | +22.0% | -47.4% | -34.8% |
| All | +215.4% | +19.9% | +195.5% | +166.7% |
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