+18.6%
EIX vs AMBA
-69.7%
+88.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | +1.4% | +2.7% | -1.3% | +1.2% |
| 30D | +8.5% | -2.2% | +10.7% | +8.6% |
| 3M | -13.5% | -26.6% | +13.2% | -12.2% |
| 6M | -12.4% | -26.8% | +14.4% | -11.9% |
| YTD | +5.9% | -15.1% | +21.0% | +4.7% |
| 1Y | +7.6% | -32.3% | +39.9% | +8.0% |
| 3Y | +12.8% | +19.8% | -7.0% | +5.0% |
| All | +18.6% | -69.7% | +88.3% | +13.6% |
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