+164.7%
XLB vs EIX
+34.9%
+129.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +5.3% | +8.1% | -2.9% | +2.8% |
| 3M | 0.0% | -12.1% | +12.1% | +2.3% |
| 6M | +1.2% | -13.4% | +14.6% | +3.7% |
| YTD | +16.9% | +5.6% | +11.3% | +11.7% |
| 1Y | +20.9% | +7.8% | +13.1% | +14.6% |
| 3Y | +43.3% | +9.8% | +33.5% | +31.2% |
| 5Y | +28.3% | +18.8% | +9.5% | +13.0% |
| All | +164.7% | +34.9% | +129.8% | +115.0% |
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