+90.4%
ENB vs EIX
+21.5%
+68.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | -5.2% | -18.8% | +13.6% | -0.4% |
| 3M | -13.4% | -19.7% | +6.3% | -8.7% |
| 6M | -7.8% | -18.2% | +10.4% | -3.6% |
| YTD | +4.9% | -1.7% | +6.6% | +2.7% |
| 1Y | +3.2% | +7.8% | -4.5% | -2.3% |
| 3Y | +71.0% | -5.6% | +76.6% | +65.4% |
| 5Y | +64.0% | +23.7% | +40.3% | +41.8% |
| All | +90.4% | +21.5% | +68.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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