+200.6%
EIX vs XME
+242.3%
-41.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -19.1% | -0.1% | -19.0% | -19.1% |
| 30D | -16.9% | +6.0% | -22.9% | -18.3% |
| 3M | -20.0% | -7.7% | -12.3% | -19.0% |
| 6M | -21.3% | +1.0% | -22.3% | -22.5% |
| YTD | -1.7% | +14.6% | -16.3% | -6.9% |
| 1Y | +9.6% | +46.0% | -36.4% | -3.2% |
| 3Y | -3.7% | +127.0% | -130.7% | -25.4% |
| 5Y | +22.6% | +175.8% | -153.2% | -12.0% |
| 10Y | +17.7% | +414.6% | -397.0% | -32.7% |
| All | +200.6% | +242.3% | -41.7% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling