+28.0%
EIX vs APD
+185.9%
-157.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | +1.0% | -3.7% | +4.6% | +2.5% |
| 30D | +9.1% | +9.6% | -0.5% | +5.2% |
| 3M | -10.2% | +1.6% | -11.9% | -11.1% |
| 6M | -11.2% | +2.2% | -13.4% | -12.6% |
| YTD | +4.5% | +25.9% | -21.4% | -6.1% |
| 1Y | +10.9% | +20.1% | -9.3% | +1.4% |
| 3Y | +8.4% | +12.4% | -4.0% | -1.2% |
| 5Y | +18.0% | +11.1% | +6.8% | +6.0% |
| All | +28.0% | +185.9% | -157.9% | -19.7% |
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