+40.4%
EXC vs EIX
+18.4%
+22.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | +8.6% | +8.5% | 0.0% | +5.4% |
| 3M | +2.4% | -13.5% | +15.8% | +6.1% |
| 6M | +6.5% | -12.4% | +18.8% | +9.3% |
| YTD | +9.0% | +5.9% | +3.1% | +2.5% |
| 1Y | +4.6% | +7.6% | -3.0% | -2.4% |
| 3Y | +33.5% | +12.8% | +20.7% | +15.4% |
| All | +40.4% | +18.4% | +22.1% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling