+164.2%
XLB vs EIX
+33.0%
+131.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +6.9% | +8.9% | -1.9% | +4.2% |
| 3M | -0.2% | -9.8% | +9.6% | +1.2% |
| 6M | +3.3% | -10.2% | +13.5% | +4.6% |
| YTD | +18.0% | +5.9% | +12.1% | +12.6% |
| 1Y | +24.2% | +10.9% | +13.3% | +16.6% |
| 3Y | +44.7% | +10.2% | +34.5% | +32.4% |
| 5Y | +31.6% | +17.0% | +14.5% | +16.5% |
| 10Y | +164.2% | +35.1% | +129.1% | +114.1% |
| All | +164.2% | +33.0% | +131.3% | +114.1% |
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