+188.0%
XEL vs EIX
+35.3%
+152.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +1.4% | +1.1% | +1.9% |
| 30D | +8.3% | +8.5% | -0.3% | +4.8% |
| 3M | +4.2% | -13.5% | +17.6% | +8.1% |
| 6M | +3.7% | -12.4% | +16.1% | +6.8% |
| YTD | +13.1% | +5.9% | +7.1% | +7.4% |
| 1Y | +5.0% | +7.6% | -2.6% | -1.0% |
| 3Y | +55.0% | +12.8% | +42.2% | +39.4% |
| 5Y | +51.8% | +19.2% | +32.6% | +33.0% |
| All | +188.0% | +35.3% | +152.7% | +107.5% |
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