+18.0%
EIX vs ET
+177.0%
-159.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -19.3% | +2.9% | -22.2% | -19.8% |
| 3M | -21.7% | +16.8% | -38.5% | -24.0% |
| 6M | -19.8% | +18.9% | -38.7% | -22.6% |
| YTD | -3.0% | +37.7% | -40.7% | -9.0% |
| 1Y | +5.1% | +32.4% | -27.3% | -0.7% |
| 3Y | -7.0% | +99.5% | -106.5% | -18.7% |
| 5Y | +22.0% | +244.0% | -221.9% | -3.3% |
| All | +18.0% | +177.0% | -159.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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