+22.3%
EIX vs ADVB
-97.6%
+119.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.5% | +8.5% | -0.8% |
| 7D | +2.5% | -28.0% | +30.6% | +3.0% |
| 30D | +14.1% | -70.2% | +84.3% | +16.1% |
| 3M | -9.4% | -76.1% | +66.6% | -7.4% |
| 6M | -9.1% | -72.3% | +63.2% | -7.7% |
| YTD | +7.1% | -67.5% | +74.6% | +7.8% |
| 1Y | +13.3% | -78.6% | +91.8% | +15.0% |
| All | +22.3% | -97.6% | +119.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling