+68.4%
XLE vs EIX
+10.2%
+58.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.4% | -1.5% | +5.8% | +4.5% |
| 30D | -4.3% | +8.1% | -12.4% | -5.2% |
| 3M | +6.0% | -12.1% | +18.2% | +7.0% |
| 6M | +13.2% | -13.4% | +26.6% | +14.2% |
| YTD | +46.7% | +5.6% | +41.2% | +41.2% |
| 1Y | +46.6% | +7.8% | +38.8% | +40.4% |
| All | +68.4% | +10.2% | +58.2% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling