+134.0%
XLC vs EIX
+46.5%
+87.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.2% | +1.0% | +5.3% | +6.0% |
| 30D | -2.4% | +8.9% | -11.2% | -4.2% |
| 3M | -3.3% | -9.8% | +6.5% | -2.2% |
| 6M | -7.3% | -10.2% | +2.9% | -6.6% |
| YTD | -7.6% | +5.9% | -13.6% | -11.1% |
| 1Y | -3.7% | +10.9% | -14.6% | -8.4% |
| 3Y | +62.9% | +10.2% | +52.7% | +51.5% |
| 5Y | +41.6% | +17.0% | +24.6% | +28.2% |
| All | +134.0% | +46.5% | +87.5% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling