+29.0%
XLB vs EIX
+18.0%
+11.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +6.1% | +9.1% | -3.1% | +3.8% |
| 3M | 0.0% | -10.2% | +10.3% | +1.3% |
| 6M | 0.0% | -11.2% | +11.2% | +1.3% |
| YTD | +16.0% | +4.5% | +11.5% | +11.2% |
| 1Y | +24.7% | +10.9% | +13.9% | +17.2% |
| 3Y | +40.4% | +8.4% | +31.9% | +27.4% |
| All | +29.0% | +18.0% | +11.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling