+222.9%
EIX vs XME
+175.1%
+47.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.6% |
| 7D | -1.5% | +5.3% | -6.8% | -2.8% |
| 30D | +8.1% | -8.2% | +16.3% | +10.2% |
| 3M | -12.1% | -18.4% | +6.3% | -8.0% |
| 6M | -13.4% | -22.8% | +9.4% | -8.7% |
| YTD | +5.6% | -7.9% | +13.5% | +5.4% |
| 1Y | +7.8% | -0.9% | +8.7% | +5.4% |
| 3Y | +9.8% | +96.0% | -86.1% | -12.1% |
| 5Y | +18.8% | +110.3% | -91.5% | -8.6% |
| 10Y | +34.4% | +272.8% | -238.4% | -16.7% |
| All | +222.9% | +175.1% | +47.8% | +84.3% |
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