+17.9%
EIX vs AMBA
-70.4%
+88.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -2.8% |
| 7D | +1.0% | -7.2% | +8.2% | +1.3% |
| 30D | +9.1% | -10.4% | +19.5% | +9.6% |
| 3M | -10.2% | -30.1% | +19.9% | -8.8% |
| 6M | -11.2% | -22.4% | +11.2% | -11.3% |
| YTD | +4.5% | -17.3% | +21.8% | +3.5% |
| 1Y | +10.9% | -35.4% | +46.3% | +11.6% |
| 3Y | +8.4% | +18.6% | -10.2% | +1.1% |
| All | +17.9% | -70.4% | +88.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling