+164.5%
XLB vs EIX
+19.9%
+144.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.1% |
| 7D | -2.9% | +4.1% | -7.0% | -4.2% |
| 30D | -3.4% | -15.3% | +12.0% | -0.1% |
| 3M | +1.6% | -18.4% | +20.0% | +6.2% |
| 6M | +3.6% | -16.8% | +20.5% | +7.4% |
| YTD | +14.2% | -0.6% | +14.8% | +11.2% |
| 1Y | +15.6% | +10.7% | +4.9% | +8.3% |
| 3Y | +33.1% | -4.5% | +37.6% | +27.9% |
| 5Y | +35.0% | +24.0% | +11.0% | +16.9% |
| 10Y | +164.5% | +22.9% | +141.6% | +116.6% |
| All | +164.5% | +19.9% | +144.6% | +116.6% |
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