+108.3%
EIX vs EMB
+132.1%
-23.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -20.0% | -0.4% | -19.6% | -19.8% |
| 6M | -21.3% | +0.1% | -21.4% | -21.4% |
| YTD | -1.7% | +1.6% | -3.3% | -2.7% |
| 1Y | +9.6% | +5.6% | +3.9% | +5.8% |
| 3Y | -3.7% | +29.8% | -33.5% | -17.8% |
| 5Y | +22.6% | +7.3% | +15.3% | +16.3% |
| 10Y | +17.7% | +30.4% | -12.7% | +1.8% |
| All | +108.3% | +132.1% | -23.8% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling