+183.8%
EXC vs EIX
+30.9%
+152.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -1.7% | +0.7% | -2.4% | -2.1% |
| 30D | +9.3% | +8.8% | +0.6% | +5.2% |
| 3M | +1.0% | -10.9% | +12.0% | +3.7% |
| 6M | +5.9% | -10.3% | +16.2% | +8.0% |
| YTD | +7.6% | +5.8% | +1.8% | +0.6% |
| 1Y | +2.4% | +11.4% | -9.0% | -6.7% |
| 3Y | +30.2% | +11.1% | +19.2% | +14.1% |
| 5Y | +41.4% | +18.5% | +22.9% | +18.8% |
| 10Y | +183.8% | +32.2% | +151.5% | +95.7% |
| All | +183.8% | +30.9% | +152.8% | +95.7% |
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