+18.0%
EIX vs EME
+1,362.1%
-1,344.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.2% |
| 7D | -1.4% | +3.5% | -4.9% | -2.1% |
| 30D | -19.3% | -6.3% | -13.0% | -18.3% |
| 3M | -21.7% | -3.8% | -17.9% | -21.6% |
| 6M | -19.8% | +8.5% | -28.3% | -22.3% |
| YTD | -3.0% | +27.8% | -30.9% | -9.8% |
| 1Y | +5.1% | +22.2% | -17.1% | -2.4% |
| 3Y | -7.0% | +253.5% | -260.4% | -37.2% |
| 5Y | +22.0% | +578.6% | -556.6% | -33.0% |
| All | +18.0% | +1,362.1% | -1,344.1% | -45.6% |
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