+19.6%
EIX vs XYL
+149.5%
-130.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | -18.8% | -13.2% | -5.6% | -14.5% |
| 3M | -19.7% | -0.2% | -19.5% | -20.0% |
| 6M | -18.2% | -12.5% | -5.7% | -14.6% |
| YTD | -1.7% | -20.9% | +19.1% | +6.2% |
| 1Y | +7.8% | -21.6% | +29.3% | +16.7% |
| 3Y | -5.6% | +16.1% | -21.8% | -14.5% |
| 5Y | +23.7% | -15.6% | +39.3% | +24.9% |
| All | +19.6% | +149.5% | -130.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling