+10.7%
EIX vs XYL
-21.6%
+32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +4.1% | +0.8% | +3.2% | +3.9% |
| 30D | -15.3% | -10.8% | -4.5% | -13.9% |
| 3M | -18.4% | -2.5% | -15.9% | -18.4% |
| 6M | -16.8% | -12.2% | -4.7% | -15.3% |
| YTD | -0.6% | -20.1% | +19.5% | +2.4% |
| 1Y | +10.7% | -20.6% | +31.3% | +13.6% |
| All | +10.7% | -21.6% | +32.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling