+36.0%
XLB vs EIX
-3.4%
+39.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -1.4% | -19.1% | +17.7% | +1.8% |
| 30D | -0.4% | -16.9% | +16.5% | +2.0% |
| 3M | +2.0% | -20.0% | +22.0% | +5.3% |
| 6M | +1.8% | -21.3% | +23.1% | +5.4% |
| YTD | +16.6% | -1.7% | +18.3% | +14.4% |
| 1Y | +16.9% | +9.6% | +7.4% | +11.6% |
| All | +36.0% | -3.4% | +39.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling