+35.8%
XLC vs EIX
+18.0%
+17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | -5.8% | +9.1% | -14.9% | -7.3% |
| 3M | -5.4% | -10.2% | +4.8% | -4.5% |
| 6M | -10.2% | -11.2% | +1.1% | -9.5% |
| YTD | -10.2% | +4.5% | -14.7% | -13.2% |
| 1Y | -5.6% | +10.9% | -16.5% | -10.2% |
| 3Y | +61.0% | +8.4% | +52.6% | +48.6% |
| All | +35.8% | +18.0% | +17.8% | +18.7% |
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 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