+111.5%
ENB vs EIX
+34.7%
+76.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.8% | -2.5% | +0.8% | -1.0% |
| 30D | +2.0% | +7.7% | -5.6% | -0.3% |
| 3M | -5.8% | -12.9% | +7.0% | -3.4% |
| 6M | -9.7% | -12.7% | +3.0% | -7.5% |
| YTD | +4.2% | +5.5% | -1.2% | -0.3% |
| 1Y | +3.2% | +9.4% | -6.1% | -2.6% |
| 3Y | +70.6% | +9.7% | +60.9% | +56.5% |
| 5Y | +55.1% | +16.9% | +38.2% | +37.4% |
| All | +111.5% | +34.7% | +76.8% | +59.8% |
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