+160.8%
EXC vs EIX
+19.9%
+140.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.9% |
| 7D | +0.3% | +4.1% | -3.7% | -1.6% |
| 30D | -0.9% | -15.3% | +14.5% | +4.2% |
| 3M | -2.7% | -18.4% | +15.8% | +3.9% |
| 6M | -9.4% | -16.8% | +7.5% | -4.4% |
| YTD | +3.0% | -0.6% | +3.6% | -0.9% |
| 1Y | +5.1% | +10.7% | -5.5% | -4.5% |
| 3Y | +20.6% | -4.5% | +25.1% | +14.1% |
| 5Y | +45.7% | +24.0% | +21.7% | +18.6% |
| 10Y | +160.8% | +22.9% | +137.9% | +87.1% |
| All | +160.8% | +19.9% | +140.9% | +87.1% |
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