+18.0%
EIX vs XLRE
+89.0%
-71.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.0% |
| 7D | -1.4% | -1.2% | -0.2% | -0.5% |
| 30D | -19.3% | -2.4% | -16.9% | -17.6% |
| 3M | -21.7% | -2.5% | -19.2% | -20.0% |
| 6M | -19.8% | +4.0% | -23.8% | -22.1% |
| YTD | -3.0% | +9.3% | -12.3% | -9.2% |
| 1Y | +5.1% | +5.6% | -0.5% | +1.0% |
| 3Y | -7.0% | +31.3% | -38.2% | -24.8% |
| 5Y | +22.0% | +9.5% | +12.5% | +11.3% |
| All | +18.0% | +89.0% | -71.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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