+17.4%
EIX vs APD
+5.6%
+11.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.1% |
| 30D | -13.5% | -1.9% | -11.6% | -13.5% |
| 3M | -15.3% | +8.2% | -23.5% | -16.5% |
| 6M | -15.3% | +10.7% | -26.1% | -16.7% |
| YTD | +2.7% | +22.9% | -20.2% | -1.6% |
| 1Y | +17.4% | +5.8% | +11.7% | +16.9% |
| All | +17.4% | +5.6% | +11.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling