+139.9%
XLC vs EIX
+37.5%
+102.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -1.4% | +4.1% | -5.5% | -2.3% |
| 30D | -0.9% | -15.3% | +14.4% | +1.7% |
| 3M | -0.3% | -18.4% | +18.1% | +3.0% |
| 6M | -5.2% | -16.8% | +11.7% | -2.7% |
| YTD | -5.3% | -0.6% | -4.8% | -7.4% |
| 1Y | -2.8% | +10.7% | -13.5% | -7.8% |
| 3Y | +71.2% | -4.5% | +75.7% | +65.3% |
| 5Y | +37.6% | +24.0% | +13.5% | +22.1% |
| All | +139.9% | +37.5% | +102.4% | +108.1% |
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