+22.7%
EIX vs ED
+104.2%
-81.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | -13.5% | +1.1% | -14.6% | -14.1% |
| 3M | -15.3% | +4.6% | -19.9% | -18.0% |
| 6M | -15.3% | -2.0% | -13.4% | -14.0% |
| YTD | +2.7% | +11.7% | -9.0% | -5.3% |
| 1Y | +17.4% | +15.7% | +1.7% | +5.0% |
| 3Y | -1.3% | +34.4% | -35.7% | -22.4% |
| 5Y | +27.2% | +67.3% | -40.1% | -14.7% |
| 10Y | +22.7% | +104.0% | -81.3% | -32.3% |
| All | +22.7% | +104.2% | -81.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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