+172.7%
XLE vs EIX
+17.2%
+155.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.2% | -19.1% | +21.3% | +7.9% |
| 30D | +11.8% | -16.9% | +28.7% | +16.5% |
| 3M | +9.8% | -20.0% | +29.8% | +15.7% |
| 6M | +15.6% | -21.3% | +36.9% | +22.1% |
| YTD | +45.3% | -1.7% | +47.0% | +40.6% |
| 1Y | +48.3% | +9.6% | +38.7% | +37.2% |
| 3Y | +55.4% | -3.7% | +59.1% | +46.6% |
| 5Y | +216.1% | +22.6% | +193.5% | +163.7% |
| All | +172.7% | +17.2% | +155.5% | +118.8% |
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