+62.1%
EMR vs EIX
0.0%
+62.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.1% |
| 7D | +3.1% | +0.9% | +2.2% | +2.9% |
| 30D | -3.5% | -13.5% | +10.0% | -1.9% |
| 3M | +9.8% | -15.3% | +25.0% | +11.7% |
| 6M | +10.8% | -15.3% | +26.1% | +12.7% |
| YTD | +15.9% | +2.7% | +13.2% | +12.5% |
| 1Y | +16.4% | +17.4% | -1.0% | +9.1% |
| 3Y | +62.1% | -1.3% | +63.4% | +51.8% |
| All | +62.1% | 0.0% | +62.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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