+11,799.4%
ENB vs EIX
+1,083.9%
+10,715.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -0.2% | -19.1% | +18.9% | +2.8% |
| 30D | -2.2% | -16.9% | +14.7% | +0.1% |
| 3M | -10.5% | -20.0% | +9.5% | -7.8% |
| 6M | -5.1% | -21.3% | +16.3% | -1.9% |
| YTD | +9.0% | -1.7% | +10.7% | +8.2% |
| 1Y | +8.2% | +9.6% | -1.4% | +5.3% |
| 3Y | +67.8% | -3.7% | +71.4% | +65.3% |
| 5Y | +69.4% | +22.6% | +46.8% | +59.9% |
| 10Y | +117.5% | +17.7% | +99.8% | +103.3% |
| All | +11,799.4% | +1,083.9% | +10,715.4% | +9,314.1% |
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