+43.8%
EXC vs EIX
+18.0%
+25.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | +10.0% | +9.1% | +0.8% | +6.5% |
| 3M | +1.6% | -10.2% | +11.9% | +3.5% |
| 6M | +3.3% | -11.2% | +14.5% | +5.3% |
| YTD | +7.6% | +4.5% | +3.1% | +1.6% |
| 1Y | +3.5% | +10.9% | -7.4% | -4.9% |
| 3Y | +27.7% | +8.4% | +19.2% | +12.9% |
| All | +43.8% | +18.0% | +25.8% | +20.0% |
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