+3,594.0%
AEM vs EIX
+1,083.9%
+2,510.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.5% | -19.1% | +18.6% | +1.5% |
| 30D | +24.0% | -16.9% | +40.9% | +26.1% |
| 3M | +16.1% | -20.0% | +36.1% | +18.4% |
| 6M | -11.6% | -21.3% | +9.7% | -9.7% |
| YTD | +21.5% | -1.7% | +23.3% | +20.9% |
| 1Y | +39.2% | +9.6% | +29.6% | +36.7% |
| 3Y | +347.4% | -3.7% | +351.1% | +343.1% |
| 5Y | +290.1% | +22.6% | +267.5% | +276.7% |
| 10Y | +357.8% | +17.7% | +340.1% | +335.8% |
| All | +3,594.0% | +1,083.9% | +2,510.0% | +4,370.9% |
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