+17.4%
EIX vs EMB
+5.1%
+12.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.3% |
| YTD | +2.7% | +1.5% | +1.3% | +1.4% |
| 1Y | +17.4% | +4.8% | +12.6% | +9.4% |
| All | +17.4% | +5.1% | +12.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling