+35.9%
EIX vs XME
+260.6%
-224.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +8.5% | -6.1% | +14.7% | +10.1% |
| 3M | -13.5% | -18.6% | +5.2% | -9.2% |
| 6M | -12.4% | -23.9% | +11.5% | -7.0% |
| YTD | +5.9% | -9.3% | +15.3% | +5.8% |
| 1Y | +7.6% | +1.8% | +5.8% | +3.6% |
| 3Y | +12.8% | +93.0% | -80.2% | -12.8% |
| 5Y | +19.2% | +107.0% | -87.8% | -12.3% |
| All | +35.9% | +260.6% | -224.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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