+18.8%
EIX vs APD
+15.4%
+3.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.5% | +2.2% | -3.6% | -2.1% |
| 30D | +8.1% | +9.4% | -1.3% | +5.4% |
| 3M | -12.1% | +4.7% | -16.8% | -13.5% |
| 6M | -13.4% | +5.5% | -18.9% | -15.1% |
| YTD | +5.6% | +31.4% | -25.8% | -3.8% |
| 1Y | +7.8% | +24.1% | -16.3% | 0.0% |
| 3Y | +9.8% | +28.8% | -18.9% | -1.4% |
| 5Y | +18.8% | +15.8% | +3.1% | +3.1% |
| All | +18.8% | +15.4% | +3.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling