+172.1%
EXC vs EIX
+29.5%
+142.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | +10.0% | +9.1% | +0.8% | +5.7% |
| 3M | +1.6% | -10.2% | +11.9% | +3.9% |
| 6M | +3.3% | -11.2% | +14.5% | +5.8% |
| YTD | +7.6% | +4.5% | +3.1% | +1.2% |
| 1Y | +3.5% | +10.9% | -7.4% | -5.6% |
| 3Y | +27.7% | +8.4% | +19.2% | +13.2% |
| 5Y | +41.1% | +18.0% | +23.2% | +18.7% |
| All | +172.1% | +29.5% | +142.7% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling