+408.7%
AEM vs EIX
+35.3%
+373.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | +0.8% | +8.5% | -7.7% | -0.9% |
| 3M | -0.8% | -13.5% | +12.6% | +1.3% |
| 6M | -8.5% | -12.4% | +3.8% | -7.1% |
| YTD | +5.9% | +5.9% | 0.0% | +2.9% |
| 1Y | +6.6% | +7.6% | -1.0% | +3.1% |
| 3Y | +302.2% | +12.8% | +289.4% | +278.6% |
| 5Y | +250.8% | +19.2% | +231.6% | +225.4% |
| All | +408.7% | +35.3% | +373.4% | +274.5% |
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