+32.2%
EIX vs EMB
+30.9%
+1.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.7% |
| 7D | +0.7% | +0.8% | -0.1% | -0.1% |
| 30D | +8.8% | +1.5% | +7.2% | +7.1% |
| 3M | -10.9% | -1.9% | -9.0% | -9.1% |
| 6M | -10.3% | -1.6% | -8.7% | -8.8% |
| YTD | +5.8% | 0.0% | +5.8% | +5.9% |
| 1Y | +11.4% | +1.1% | +10.3% | +10.2% |
| 3Y | +11.1% | +30.9% | -19.8% | -14.3% |
| 5Y | +18.5% | +7.1% | +11.4% | +12.3% |
| 10Y | +32.2% | +31.1% | +1.1% | +3.6% |
| All | +32.2% | +30.9% | +1.4% | +3.6% |
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