+11.1%
EIX vs XME
+101.1%
-90.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.6% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | +8.8% | -7.3% | +16.1% | +9.8% |
| 3M | -10.9% | -14.8% | +3.9% | -9.2% |
| 6M | -10.3% | -18.4% | +8.1% | -8.2% |
| YTD | +5.8% | -4.7% | +10.5% | +3.8% |
| 1Y | +11.4% | +5.7% | +5.7% | +6.4% |
| 3Y | +11.1% | +104.0% | -92.9% | -21.4% |
| All | +11.1% | +101.1% | -90.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling