+355.1%
AEM vs EIX
+19.9%
+335.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -2.1% | -1.4% | -0.8% | -1.9% |
| 30D | +8.4% | -19.3% | +27.7% | +12.5% |
| 3M | +27.3% | -21.7% | +49.0% | +32.6% |
| 6M | -9.7% | -19.8% | +10.2% | -6.5% |
| YTD | +19.0% | -3.0% | +22.0% | +17.6% |
| 1Y | +31.5% | +5.1% | +26.4% | +27.3% |
| 3Y | +338.7% | -7.0% | +345.7% | +330.5% |
| 5Y | +307.4% | +22.0% | +285.4% | +276.0% |
| All | +355.1% | +19.9% | +335.2% | +269.1% |
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 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