-2.0%
EIX vs EMB
+30.3%
-32.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -19.1% | 0.0% | -19.1% | -19.1% |
| 30D | -16.9% | -0.3% | -16.6% | -16.5% |
| 3M | -20.0% | -0.4% | -19.6% | -19.6% |
| 6M | -21.3% | +0.1% | -21.4% | -21.5% |
| YTD | -1.7% | +1.6% | -3.3% | -3.9% |
| 1Y | +9.6% | +5.6% | +3.9% | +1.3% |
| All | -2.0% | +30.3% | -32.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling