+20.8%
EIX vs ADVB
-97.4%
+118.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +8.8% | -61.4% | +70.1% | +10.2% |
| 3M | -10.9% | -67.8% | +56.9% | -9.3% |
| 6M | -10.3% | -66.9% | +56.6% | -9.2% |
| YTD | +5.8% | -64.9% | +70.7% | +6.4% |
| 1Y | +11.4% | -74.8% | +86.1% | +12.7% |
| All | +20.8% | -97.4% | +118.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling