+1,088.1%
EIX vs EME
+53,750.8%
-52,662.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.5% | +11.3% | -12.8% | -3.4% |
| 30D | +8.1% | -14.6% | +22.7% | +10.9% |
| 3M | -12.1% | -20.4% | +8.3% | -8.9% |
| 6M | -13.4% | -28.3% | +14.8% | -9.2% |
| YTD | +5.6% | +8.6% | -3.0% | +2.0% |
| 1Y | +7.8% | +3.2% | +4.6% | +5.0% |
| 3Y | +9.8% | +216.8% | -206.9% | -16.3% |
| 5Y | +18.8% | +417.5% | -398.6% | -18.5% |
| 10Y | +34.4% | +922.2% | -887.8% | -21.3% |
| All | +1,088.1% | +53,750.8% | -52,662.8% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling