+104.9%
EXPE vs EIX
+22.8%
+82.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -9.5% | -19.1% | +9.6% | -5.0% |
| 30D | -6.6% | -16.9% | +10.3% | -2.9% |
| 3M | +31.4% | -20.0% | +51.4% | +37.8% |
| 6M | +35.2% | -21.3% | +56.5% | +41.8% |
| YTD | +5.8% | -1.7% | +7.5% | +1.4% |
| 1Y | +38.7% | +9.6% | +29.1% | +27.2% |
| 3Y | +175.8% | -3.7% | +179.5% | +154.5% |
| All | +104.9% | +22.8% | +82.1% | +71.5% |
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