+301.0%
AEM vs EIX
+24.3%
+276.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +1.2% |
| 7D | +3.0% | +4.1% | -1.1% | +1.9% |
| 30D | +12.5% | -15.3% | +27.8% | +15.9% |
| 3M | +26.9% | -18.4% | +45.4% | +31.9% |
| 6M | -9.4% | -16.8% | +7.4% | -6.6% |
| YTD | +20.3% | -0.6% | +20.8% | +16.9% |
| 1Y | +33.8% | +10.7% | +23.1% | +25.3% |
| 3Y | +349.8% | -4.5% | +354.3% | +328.5% |
| 5Y | +301.0% | +24.0% | +277.0% | +229.5% |
| All | +301.0% | +24.3% | +276.7% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling