-1.3%
EIX vs XME
+136.1%
-137.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.3% |
| 7D | +0.9% | +3.6% | -2.7% | +0.4% |
| 30D | -13.5% | +3.6% | -17.2% | -14.1% |
| 3M | -15.3% | +1.2% | -16.5% | -15.5% |
| 6M | -15.3% | +9.0% | -24.4% | -17.3% |
| YTD | +2.7% | +15.9% | -13.2% | -2.0% |
| 1Y | +17.4% | +43.2% | -25.7% | +5.2% |
| 3Y | -1.3% | +137.4% | -138.7% | -30.4% |
| All | -1.3% | +136.1% | -137.5% | -30.4% |
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