+200.1%
EXC vs EIX
+34.4%
+165.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -1.4% | -2.5% | +1.2% | -0.2% |
| 30D | +8.3% | +7.7% | +0.6% | +4.7% |
| 3M | +2.6% | -12.9% | +15.5% | +6.5% |
| 6M | +5.2% | -12.7% | +17.9% | +8.6% |
| YTD | +7.5% | +5.5% | +2.1% | +0.7% |
| 1Y | +3.2% | +9.4% | -6.2% | -5.2% |
| 3Y | +29.5% | +9.7% | +19.8% | +14.3% |
| 5Y | +39.7% | +16.9% | +22.7% | +18.2% |
| 10Y | +200.1% | +34.3% | +165.8% | +106.4% |
| All | +200.1% | +34.4% | +165.7% | +106.4% |
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