+150.1%
EXE vs EIX
+36.4%
+113.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -2.2% | +1.0% | -3.2% | -2.5% |
| 30D | -0.3% | +8.9% | -9.2% | -2.6% |
| 3M | -9.3% | -9.8% | +0.5% | -8.3% |
| 6M | -7.2% | -10.2% | +3.0% | -6.5% |
| YTD | -18.9% | +5.9% | -24.9% | -23.1% |
| 1Y | -21.7% | +10.9% | -32.6% | -26.9% |
| 3Y | +21.0% | +10.2% | +10.8% | +8.1% |
| 5Y | +76.0% | +17.0% | +58.9% | +51.1% |
| All | +150.1% | +36.4% | +113.7% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling