+35.1%
EIX vs ED
+136.7%
-101.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +1.0% | +2.1% | -1.1% | -0.6% |
| 30D | +8.9% | +12.4% | -3.6% | -0.4% |
| 3M | -9.8% | +13.1% | -22.9% | -17.7% |
| 6M | -10.2% | +14.1% | -24.3% | -18.6% |
| YTD | +5.9% | +23.1% | -17.1% | -9.3% |
| 1Y | +10.9% | +25.4% | -14.5% | -6.6% |
| 3Y | +10.2% | +47.9% | -37.6% | -19.4% |
| 5Y | +17.0% | +81.9% | -64.8% | -26.1% |
| 10Y | +35.1% | +141.3% | -106.2% | -33.8% |
| All | +35.1% | +136.7% | -101.6% | -33.8% |
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