+20.7%
EXE vs EIX
0.0%
+20.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.4% |
| 7D | -1.8% | +0.9% | -2.7% | -2.0% |
| 30D | +6.4% | -13.5% | +19.9% | +7.8% |
| 3M | +9.2% | -15.3% | +24.5% | +10.8% |
| 6M | -7.0% | -15.3% | +8.3% | -5.8% |
| YTD | -9.5% | +2.7% | -12.2% | -11.9% |
| 1Y | +6.2% | +17.4% | -11.2% | +0.4% |
| 3Y | +20.7% | -1.3% | +22.1% | +16.1% |
| All | +20.7% | 0.0% | +20.8% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling