+22.7%
EIX vs EMB
+29.2%
-6.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | -13.5% | -0.5% | -13.0% | -13.1% |
| 3M | -15.3% | +0.3% | -15.6% | -15.5% |
| 6M | -15.3% | +1.2% | -16.5% | -16.4% |
| YTD | +2.7% | +1.5% | +1.3% | +1.2% |
| 1Y | +17.4% | +4.8% | +12.6% | +11.9% |
| 3Y | -1.3% | +30.4% | -31.7% | -23.8% |
| 5Y | +27.2% | +7.3% | +19.9% | +20.5% |
| 10Y | +22.7% | +29.7% | -7.0% | -3.2% |
| All | +22.7% | +29.2% | -6.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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