+7.3%
EIX vs ADVB
-64.3%
+71.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +42.7% | -42.6% | -0.4% |
| 7D | -1.5% | +74.2% | -75.7% | -2.2% |
| 30D | +8.1% | -35.9% | +44.0% | +8.7% |
| 3M | -12.1% | -56.4% | +44.3% | -11.1% |
| 6M | -13.4% | -36.7% | +23.3% | -12.4% |
| YTD | +5.6% | -43.3% | +48.9% | +5.9% |
| All | +7.3% | -64.3% | +71.5% | +10.6% |
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