+20.9%
EIX vs ADVB
-96.8%
+117.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.9% | +0.6% |
| 7D | +1.4% | +27.8% | -26.4% | +0.8% |
| 30D | +8.5% | -50.8% | +59.3% | +9.5% |
| 3M | -13.5% | -70.5% | +57.1% | -11.9% |
| 6M | -12.4% | -46.7% | +34.4% | -12.0% |
| YTD | +5.9% | -56.7% | +62.6% | +6.0% |
| 1Y | +7.6% | -71.8% | +79.4% | +8.7% |
| All | +20.9% | -96.8% | +117.7% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling