+140.1%
AMT vs EIX
+34.9%
+105.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | +5.8% | +8.1% | -2.4% | +2.9% |
| 3M | +12.6% | -12.1% | +24.7% | +15.6% |
| 6M | +8.3% | -13.4% | +21.7% | +11.5% |
| YTD | +11.4% | +5.6% | +5.8% | +6.0% |
| 1Y | +7.7% | +7.8% | -0.1% | +1.5% |
| 3Y | +14.8% | +9.8% | +5.0% | +4.8% |
| 5Y | -18.0% | +18.8% | -36.8% | -27.8% |
| All | +140.1% | +34.9% | +105.2% | +78.1% |
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