+53.3%
XLE vs EIX
+15.0%
+38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +1.0% |
| 7D | 0.0% | +0.9% | -0.9% | 0.0% |
| 30D | +12.6% | -13.5% | +26.2% | +12.4% |
| 3M | +11.8% | -15.3% | +27.1% | +11.7% |
| 6M | +16.1% | -15.3% | +31.4% | +15.5% |
| YTD | +46.9% | +2.7% | +44.1% | +38.0% |
| 1Y | +53.3% | +17.4% | +35.8% | +39.9% |
| All | +53.3% | +15.0% | +38.3% | +39.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling