+11,281.5%
ENB vs EIX
+1,170.2%
+10,111.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.8% | -2.5% | +0.8% | -1.3% |
| 30D | +2.0% | +7.7% | -5.6% | +0.7% |
| 3M | -5.8% | -12.9% | +7.0% | -4.4% |
| 6M | -9.7% | -12.7% | +3.0% | -8.4% |
| YTD | +4.2% | +5.5% | -1.2% | +2.1% |
| 1Y | +3.2% | +9.4% | -6.1% | +0.5% |
| 3Y | +70.6% | +9.7% | +60.9% | +64.3% |
| 5Y | +55.1% | +16.9% | +38.2% | +47.4% |
| 10Y | +107.6% | +34.3% | +73.3% | +90.0% |
| All | +11,281.5% | +1,170.2% | +10,111.3% | +8,787.6% |
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