+95.0%
AMT vs EIX
+23.2%
+71.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.7% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | +1.8% | -13.5% | +15.4% | +5.3% |
| 3M | -6.2% | -15.3% | +9.1% | -2.5% |
| 6M | -5.0% | -15.3% | +10.3% | -1.4% |
| YTD | +2.1% | +2.7% | -0.7% | -2.0% |
| 1Y | -5.7% | +17.4% | -23.2% | -14.4% |
| 3Y | +7.9% | -1.3% | +9.3% | +2.8% |
| 5Y | -32.3% | +27.2% | -59.5% | -42.2% |
| 10Y | +95.0% | +22.7% | +72.3% | +51.2% |
| All | +95.0% | +23.2% | +71.8% | +51.2% |
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