-6.5%
EIX vs AMDL
+95.0%
-101.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | +0.7% |
| 7D | -19.1% | +4.5% | -23.6% | -19.2% |
| 30D | -16.9% | -4.4% | -12.5% | -16.9% |
| 3M | -20.0% | -30.5% | +10.5% | -19.9% |
| 6M | -21.3% | +300.9% | -322.2% | -24.7% |
| YTD | -1.7% | +219.9% | -221.6% | -6.1% |
| 1Y | +9.6% | +374.7% | -365.1% | +2.1% |
| All | -6.5% | +95.0% | -101.6% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling