+24.0%
EIX vs EME
+544.7%
-520.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.8% |
| 7D | +4.1% | +2.7% | +1.3% | +3.7% |
| 30D | -15.3% | -6.8% | -8.5% | -14.5% |
| 3M | -18.4% | -8.8% | -9.6% | -17.7% |
| 6M | -16.8% | +5.0% | -21.8% | -18.3% |
| YTD | -0.6% | +23.5% | -24.0% | -5.1% |
| 1Y | +10.7% | +21.3% | -10.7% | +4.7% |
| 3Y | -4.5% | +241.1% | -245.5% | -31.4% |
| 5Y | +24.0% | +549.2% | -525.1% | -29.2% |
| All | +24.0% | +544.7% | -520.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling