+178.5%
EXE vs EIX
+26.5%
+151.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.3% | -19.1% | +18.8% | +4.4% |
| 30D | +8.5% | -16.9% | +25.4% | +12.3% |
| 3M | +5.5% | -20.0% | +25.5% | +10.1% |
| 6M | -5.9% | -21.3% | +15.4% | -1.5% |
| YTD | -9.7% | -1.7% | -8.0% | -12.5% |
| 1Y | +3.6% | +9.6% | -6.0% | -3.6% |
| 3Y | +18.0% | -3.7% | +21.7% | +10.8% |
| 5Y | +109.4% | +22.6% | +86.8% | +78.3% |
| All | +178.5% | +26.5% | +151.9% | +135.3% |
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