+34.3%
EIX vs XYL
+104.0%
-69.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -2.5% | -5.9% | +3.3% | -0.4% |
| 30D | +7.7% | -7.3% | +15.0% | +9.8% |
| 3M | -12.9% | -22.5% | +9.6% | -5.1% |
| 6M | -12.7% | -14.4% | +1.7% | -8.7% |
| YTD | +5.5% | -29.4% | +34.8% | +17.8% |
| 1Y | +9.4% | -35.6% | +45.0% | +26.7% |
| 3Y | +9.7% | +0.3% | +9.4% | +4.2% |
| 5Y | +16.9% | -22.3% | +39.3% | +20.7% |
| 10Y | +34.3% | +103.2% | -68.9% | -0.6% |
| All | +34.3% | +104.0% | -69.7% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling