-4.1%
EIX vs ED
+35.7%
-39.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.7% |
| 7D | -19.1% | -0.2% | -18.9% | -18.9% |
| 30D | -16.9% | -0.1% | -16.8% | -16.7% |
| 3M | -20.0% | +3.9% | -23.9% | -21.9% |
| 6M | -21.3% | -3.0% | -18.3% | -19.7% |
| YTD | -1.7% | +10.7% | -12.4% | -7.6% |
| 1Y | +9.6% | +13.3% | -3.8% | +1.1% |
| All | -4.1% | +35.7% | -39.8% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling