+23.7%
EIX vs XLRE
+7.1%
+16.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +2.8% |
| 30D | -18.8% | -2.3% | -16.5% | -17.2% |
| 3M | -19.7% | -3.5% | -16.2% | -17.5% |
| 6M | -18.2% | +1.9% | -20.1% | -19.2% |
| YTD | -1.7% | +8.3% | -10.1% | -6.9% |
| 1Y | +7.8% | +6.4% | +1.4% | +3.4% |
| 3Y | -5.6% | +30.2% | -35.9% | -21.4% |
| 5Y | +23.7% | +8.6% | +15.1% | +13.4% |
| All | +23.7% | +7.1% | +16.5% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling