+147.8%
XEL vs EIX
+19.9%
+128.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -0.3% | -1.4% | +1.1% | +0.2% |
| 30D | -3.9% | -19.3% | +15.4% | +2.5% |
| 3M | -2.8% | -21.7% | +18.9% | +4.8% |
| 6M | -5.4% | -19.8% | +14.4% | +1.0% |
| YTD | +3.8% | -3.0% | +6.8% | +2.0% |
| 1Y | +6.8% | +5.1% | +1.7% | +1.2% |
| 3Y | +45.6% | -7.0% | +52.6% | +42.0% |
| 5Y | +30.7% | +22.0% | +8.7% | +13.1% |
| All | +147.8% | +19.9% | +128.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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