+11.1%
EIX vs XYL
+5.6%
+5.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +0.7% | +2.1% | -1.3% | +0.3% |
| 30D | +8.8% | -3.4% | +12.1% | +9.0% |
| 3M | -10.9% | -17.2% | +6.3% | -7.3% |
| 6M | -10.3% | -12.0% | +1.8% | -8.3% |
| YTD | +5.8% | -26.3% | +32.1% | +12.9% |
| 1Y | +11.4% | -33.5% | +44.8% | +22.6% |
| 3Y | +11.1% | +6.4% | +4.6% | -14.5% |
| All | +11.1% | +5.6% | +5.5% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling