+36.5%
XLB vs EIX
+28.1%
+8.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -2.1% |
| 7D | -0.2% | +0.9% | -1.2% | -0.6% |
| 30D | -1.7% | -13.5% | +11.8% | +0.6% |
| 3M | +4.4% | -15.3% | +19.6% | +7.3% |
| 6M | +5.0% | -15.3% | +20.4% | +7.9% |
| YTD | +15.5% | +2.7% | +12.7% | +11.3% |
| 1Y | +14.9% | +17.4% | -2.5% | +5.8% |
| 3Y | +34.5% | -1.3% | +35.9% | +27.1% |
| 5Y | +36.5% | +27.2% | +9.4% | +16.0% |
| All | +36.5% | +28.1% | +8.4% | +16.0% |
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 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