+35.9%
EIX vs EXEL
+320.7%
-284.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +8.5% | +13.1% | -4.6% | +7.1% |
| 3M | -13.5% | +36.3% | -49.8% | -16.3% |
| 6M | -12.4% | +34.5% | -46.9% | -15.2% |
| YTD | +5.9% | +57.4% | -51.5% | +0.6% |
| 1Y | +7.6% | +62.9% | -55.3% | +1.8% |
| 3Y | +12.8% | +229.5% | -216.7% | -2.0% |
| 5Y | +19.2% | +281.2% | -262.0% | +1.3% |
| All | +35.9% | +320.7% | -284.9% | +15.9% |
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