+22.9%
EIX vs EXEL
+378.5%
-355.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | -15.3% | +10.1% | -25.5% | -16.1% |
| 3M | -18.4% | +10.1% | -28.5% | -19.2% |
| 6M | -16.8% | +37.7% | -54.5% | -19.5% |
| YTD | -0.6% | +33.1% | -33.6% | -3.5% |
| 1Y | +10.7% | +52.4% | -41.7% | +5.8% |
| 3Y | -4.5% | +163.8% | -168.3% | -14.0% |
| 5Y | +24.0% | +198.5% | -174.5% | +9.7% |
| 10Y | +22.9% | +386.9% | -364.0% | +10.5% |
| All | +22.9% | +378.5% | -355.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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