+153.5%
EXPE vs EIX
0.0%
+153.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.5% | -12.4% | -8.6% |
| 7D | -9.8% | +0.9% | -10.7% | -9.9% |
| 30D | -11.5% | -13.5% | +2.0% | -9.6% |
| 3M | +21.7% | -15.3% | +37.0% | +24.5% |
| 6M | +10.4% | -15.3% | +25.7% | +12.6% |
| YTD | -2.5% | +2.7% | -5.3% | -6.7% |
| 1Y | +27.3% | +17.4% | +9.9% | +16.8% |
| 3Y | +153.5% | -1.3% | +154.8% | +125.3% |
| All | +153.5% | 0.0% | +153.5% | +125.3% |
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 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