+16.6%
EIX vs ADVB
-76.7%
+93.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.7% | +3.2% |
| 7D | +4.5% | -29.5% | +34.0% | +4.9% |
| 30D | +15.2% | -66.9% | +82.1% | +16.8% |
| 3M | -11.6% | -73.7% | +62.1% | -9.9% |
| 6M | -8.4% | -64.8% | +56.4% | -6.8% |
| YTD | +8.2% | -64.0% | +72.2% | +9.3% |
| 1Y | +16.6% | -77.0% | +93.6% | +20.3% |
| All | +16.6% | -76.7% | +93.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling