+10.9%
EIX vs AMDL
+62.4%
-51.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +22.3% | -24.8% | -2.2% |
| 7D | +1.0% | -26.2% | +27.2% | +0.9% |
| 30D | +9.1% | -57.1% | +66.2% | +8.4% |
| 3M | -10.2% | -29.8% | +19.6% | -10.2% |
| 6M | -11.2% | -22.2% | +11.0% | -10.8% |
| YTD | +4.5% | +142.1% | -137.6% | +5.7% |
| 1Y | +10.9% | +85.8% | -75.0% | +13.0% |
| All | +10.9% | +62.4% | -51.6% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling