+153.1%
EXPE vs EIX
+23.2%
+129.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.5% | -12.4% | -9.4% |
| 7D | -9.8% | +0.9% | -10.7% | -10.3% |
| 30D | -11.5% | -13.5% | +2.0% | -8.5% |
| 3M | +21.7% | -15.3% | +37.0% | +26.3% |
| 6M | +10.4% | -15.3% | +25.7% | +14.1% |
| YTD | -2.5% | +2.7% | -5.3% | -7.6% |
| 1Y | +27.3% | +17.4% | +9.9% | +14.2% |
| 3Y | +153.5% | -1.3% | +154.8% | +136.7% |
| 5Y | +91.1% | +27.2% | +63.9% | +58.4% |
| 10Y | +153.1% | +22.7% | +130.4% | +97.3% |
| All | +153.1% | +23.2% | +129.9% | +97.3% |
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 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