+161.3%
EIX vs XYL
+449.8%
-288.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.5% |
| 7D | -19.1% | -5.0% | -14.0% | -17.8% |
| 30D | -16.9% | -13.2% | -3.7% | -13.2% |
| 3M | -20.0% | -3.7% | -16.3% | -19.3% |
| 6M | -21.3% | -17.7% | -3.6% | -16.8% |
| YTD | -1.7% | -21.5% | +19.8% | +5.1% |
| 1Y | +9.6% | -24.5% | +34.1% | +18.5% |
| 3Y | -3.7% | +6.9% | -10.6% | -8.2% |
| 5Y | +22.6% | -18.1% | +40.7% | +24.6% |
| 10Y | +17.7% | +134.7% | -117.0% | -9.3% |
| All | +161.3% | +449.8% | -288.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling