+167.2%
XLE vs EIX
+29.5%
+137.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.8% |
| 7D | -12.0% | +1.0% | -13.0% | -12.4% |
| 30D | -2.7% | +9.1% | -11.9% | -5.6% |
| 3M | +6.6% | -10.2% | +16.8% | +7.9% |
| 6M | +9.5% | -11.2% | +20.8% | +10.8% |
| YTD | +40.6% | +4.5% | +36.1% | +32.9% |
| 1Y | +43.6% | +10.9% | +32.7% | +32.6% |
| 3Y | +58.1% | +8.4% | +49.7% | +42.4% |
| 5Y | +152.2% | +18.0% | +134.2% | +115.0% |
| All | +167.2% | +29.5% | +137.7% | +110.4% |
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