+35.9%
EIX vs EME
+905.2%
-869.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | +8.4% | -7.0% | -0.4% |
| 30D | +8.5% | -11.5% | +20.0% | +10.9% |
| 3M | -13.5% | -20.6% | +7.2% | -9.7% |
| 6M | -12.4% | -28.5% | +16.1% | -7.1% |
| YTD | +5.9% | +8.0% | -2.1% | +1.3% |
| 1Y | +7.6% | +6.8% | +0.8% | +3.1% |
| 3Y | +12.8% | +213.9% | -201.1% | -23.3% |
| 5Y | +19.2% | +414.8% | -395.6% | -31.3% |
| All | +35.9% | +905.2% | -869.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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