+10.9%
EIX vs APD
+24.7%
-13.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +1.0% | -3.7% | +4.6% | +1.4% |
| 30D | +9.1% | +9.6% | -0.5% | +8.1% |
| 3M | -10.2% | +1.6% | -11.9% | -10.6% |
| 6M | -11.2% | +2.2% | -13.4% | -11.3% |
| YTD | +4.5% | +25.9% | -21.4% | -1.6% |
| 1Y | +10.9% | +20.1% | -9.3% | +6.2% |
| All | +10.9% | +24.7% | -13.8% | +6.2% |
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