+34.9%
EIX vs APD
+184.8%
-149.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +8.9% | +11.0% | -2.2% | +4.4% |
| 3M | -9.8% | +2.0% | -11.8% | -10.8% |
| 6M | -10.2% | +7.1% | -17.3% | -13.2% |
| YTD | +5.9% | +29.8% | -23.8% | -6.0% |
| 1Y | +10.9% | +24.0% | -13.1% | +0.1% |
| 3Y | +10.2% | +27.2% | -17.0% | -4.5% |
| 5Y | +17.0% | +12.8% | +4.3% | +4.7% |
| All | +34.9% | +184.8% | -149.9% | -19.5% |
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