+136.0%
XLC vs EIX
+46.4%
+89.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +3.7% | +1.4% | +2.4% | +3.4% |
| 30D | -1.9% | +8.5% | -10.5% | -3.7% |
| 3M | -3.1% | -13.5% | +10.3% | -1.0% |
| 6M | -6.4% | -12.4% | +6.0% | -5.0% |
| YTD | -6.8% | +5.9% | -12.7% | -10.3% |
| 1Y | -1.7% | +7.6% | -9.3% | -5.8% |
| 3Y | +64.7% | +12.8% | +51.9% | +52.1% |
| 5Y | +41.1% | +19.2% | +21.9% | +27.0% |
| All | +136.0% | +46.4% | +89.6% | +101.7% |
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