+103.6%
EXE vs EIX
+28.1%
+75.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.9% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | +6.4% | -13.5% | +19.9% | +9.0% |
| 3M | +9.2% | -15.3% | +24.5% | +12.3% |
| 6M | -7.0% | -15.3% | +8.3% | -4.6% |
| YTD | -9.5% | +2.7% | -12.2% | -13.5% |
| 1Y | +6.2% | +17.4% | -11.2% | -3.6% |
| 3Y | +20.7% | -1.3% | +22.1% | +12.6% |
| 5Y | +103.6% | +27.2% | +76.5% | +61.0% |
| All | +103.6% | +28.1% | +75.5% | +61.0% |
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