+11,245.9%
ENB vs EIX
+1,176.1%
+10,069.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | +2.5% | +8.9% | -6.4% | +1.0% |
| 3M | -5.8% | -9.8% | +4.0% | -5.0% |
| 6M | -8.5% | -10.2% | +1.7% | -7.7% |
| YTD | +3.9% | +5.9% | -2.1% | +1.7% |
| 1Y | +3.7% | +10.9% | -7.2% | +0.7% |
| 3Y | +70.1% | +10.2% | +59.9% | +63.6% |
| 5Y | +53.2% | +17.0% | +36.2% | +45.5% |
| 10Y | +100.2% | +35.1% | +65.1% | +83.1% |
| All | +11,245.9% | +1,176.1% | +10,069.7% | +8,752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling