+17.6%
EIX vs APD
+165.5%
-147.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -19.1% | -2.2% | -16.9% | -18.5% |
| 30D | -16.9% | +2.1% | -19.0% | -17.8% |
| 3M | -20.0% | +7.2% | -27.2% | -22.7% |
| 6M | -21.3% | +11.2% | -32.6% | -25.3% |
| YTD | -1.7% | +24.4% | -26.1% | -11.2% |
| 1Y | +9.6% | +6.7% | +2.9% | +5.1% |
| 3Y | -3.7% | +9.2% | -12.9% | -11.1% |
| 5Y | +22.6% | +27.4% | -4.7% | +2.6% |
| All | +17.6% | +165.5% | -147.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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