+10.9%
EIX vs ADVB
-73.6%
+84.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +8.9% | -60.3% | +69.1% | +10.1% |
| 3M | -9.8% | -73.3% | +63.5% | -8.1% |
| 6M | -10.2% | -65.9% | +55.7% | -8.5% |
| YTD | +5.9% | -63.9% | +69.8% | +6.9% |
| 1Y | +10.9% | -74.1% | +85.0% | +14.3% |
| All | +10.9% | -73.6% | +84.5% | +14.3% |
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