+174.8%
EXE vs EIX
+28.0%
+146.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.8% |
| 7D | -2.7% | +4.1% | -6.8% | -3.8% |
| 30D | -0.4% | -15.3% | +14.9% | +2.6% |
| 3M | +9.5% | -18.4% | +27.9% | +13.7% |
| 6M | -9.3% | -16.8% | +7.5% | -6.7% |
| YTD | -10.9% | -0.6% | -10.4% | -14.0% |
| 1Y | +4.3% | +10.7% | -6.4% | -3.2% |
| 3Y | +18.8% | -4.5% | +23.3% | +12.4% |
| 5Y | +101.4% | +24.0% | +77.4% | +70.9% |
| All | +174.8% | +28.0% | +146.8% | +131.4% |
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