+1,131.2%
EIX vs ED
+2,460.7%
-1,329.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.7% |
| 7D | +1.0% | +1.6% | -0.7% | -0.2% |
| 30D | +9.1% | +13.3% | -4.2% | -0.8% |
| 3M | -10.2% | +9.7% | -20.0% | -16.3% |
| 6M | -11.2% | +12.8% | -24.0% | -19.0% |
| YTD | +4.5% | +22.3% | -17.8% | -10.3% |
| 1Y | +10.9% | +26.3% | -15.4% | -7.2% |
| 3Y | +8.4% | +45.0% | -36.6% | -19.4% |
| 5Y | +18.0% | +80.2% | -62.2% | -25.3% |
| 10Y | +30.3% | +129.9% | -99.6% | -33.4% |
| All | +1,131.2% | +2,460.7% | -1,329.5% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling