+46.6%
EEM vs EIX
+24.3%
+22.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | +2.0% | +4.1% | -2.1% | +1.4% |
| 30D | +5.1% | -15.3% | +20.4% | +6.7% |
| 3M | +4.6% | -18.4% | +23.0% | +6.6% |
| 6M | +17.8% | -16.8% | +34.6% | +19.4% |
| YTD | +25.8% | -0.6% | +26.4% | +23.2% |
| 1Y | +36.4% | +10.7% | +25.7% | +30.6% |
| 3Y | +90.0% | -4.5% | +94.5% | +83.8% |
| 5Y | +46.6% | +24.0% | +22.5% | +32.1% |
| All | +46.6% | +24.3% | +22.3% | +32.1% |
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 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