+17.9%
EIX vs ED
+80.7%
-62.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.7% |
| 7D | +1.0% | +1.6% | -0.7% | -0.3% |
| 30D | +9.1% | +13.3% | -4.2% | -1.1% |
| 3M | -10.2% | +9.7% | -20.0% | -16.5% |
| 6M | -11.2% | +12.8% | -24.0% | -19.1% |
| YTD | +4.5% | +22.3% | -17.8% | -10.6% |
| 1Y | +10.9% | +26.3% | -15.4% | -7.6% |
| 3Y | +8.4% | +45.0% | -36.6% | -21.9% |
| All | +17.9% | +80.7% | -62.7% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling