+22.9%
EIX vs XME
+412.4%
-389.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | -15.3% | +1.4% | -16.7% | -15.8% |
| 3M | -18.4% | +2.7% | -21.2% | -19.5% |
| 6M | -16.8% | +6.5% | -23.3% | -19.3% |
| YTD | -0.6% | +15.2% | -15.7% | -6.3% |
| 1Y | +10.7% | +43.5% | -32.9% | -3.0% |
| 3Y | -4.5% | +135.9% | -140.3% | -29.3% |
| 5Y | +24.0% | +181.5% | -157.4% | -15.7% |
| 10Y | +22.9% | +436.9% | -413.9% | -43.4% |
| All | +22.9% | +412.4% | -389.5% | -43.4% |
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