+35.1%
EIX vs AMBA
+4.3%
+30.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | +8.9% | -10.5% | +19.3% | +9.6% |
| 3M | -9.8% | -26.4% | +16.6% | -8.1% |
| 6M | -10.2% | -20.9% | +10.7% | -10.3% |
| YTD | +5.9% | -14.8% | +20.7% | +4.6% |
| 1Y | +10.9% | -36.1% | +47.0% | +12.0% |
| 3Y | +10.2% | +20.2% | -10.0% | +2.0% |
| 5Y | +17.0% | -67.2% | +84.3% | +16.7% |
| 10Y | +35.1% | +5.0% | +30.1% | +9.8% |
| All | +35.1% | +4.3% | +30.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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