+1,058.2%
EIX vs ED
+2,217.3%
-1,159.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.8% |
| 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% | -22.2% |
| 6M | -21.3% | -3.0% | -18.3% | -19.4% |
| YTD | -1.7% | +10.7% | -12.4% | -8.9% |
| 1Y | +9.6% | +13.3% | -3.8% | -0.5% |
| 3Y | -3.7% | +34.5% | -38.2% | -24.1% |
| 5Y | +22.6% | +67.1% | -44.5% | -17.9% |
| 10Y | +17.7% | +103.0% | -85.4% | -33.8% |
| All | +1,058.2% | +2,217.3% | -1,159.1% | +56.6% |
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 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