+0.3%
EIX vs AMDL
+119.6%
-119.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.3% | -14.8% | -0.6% |
| 7D | -2.5% | +18.5% | -21.0% | -2.8% |
| 30D | +7.7% | -24.2% | +31.9% | +7.8% |
| 3M | -12.9% | +11.5% | -24.3% | -13.3% |
| 6M | -12.7% | -1.0% | -11.7% | -13.5% |
| YTD | +5.5% | +260.3% | -254.8% | +0.3% |
| 1Y | +9.4% | +178.2% | -168.8% | +4.7% |
| All | +0.3% | +119.6% | -119.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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