+37.7%
XLC vs EIX
+22.8%
+14.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.8% | -19.1% | +18.2% | +2.3% |
| 30D | +1.0% | -16.9% | +18.0% | +3.5% |
| 3M | -0.7% | -20.0% | +19.3% | +2.3% |
| 6M | -5.1% | -21.3% | +16.2% | -2.1% |
| YTD | -4.3% | -1.7% | -2.6% | -6.4% |
| 1Y | -0.6% | +9.6% | -10.1% | -5.5% |
| 3Y | +72.7% | -3.7% | +76.4% | +64.8% |
| All | +37.7% | +22.8% | +14.9% | +23.0% |
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