+1,111.5%
XLI vs EIX
+419.4%
+692.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.6% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | -5.8% | -13.5% | +7.7% | -3.6% |
| 3M | +0.7% | -15.3% | +16.0% | +3.3% |
| 6M | +3.2% | -15.3% | +18.5% | +5.7% |
| YTD | +13.0% | +2.7% | +10.3% | +10.3% |
| 1Y | +16.8% | +17.4% | -0.7% | +10.0% |
| 3Y | +72.4% | -1.3% | +73.8% | +66.9% |
| 5Y | +82.8% | +27.2% | +55.6% | +65.1% |
| 10Y | +252.4% | +22.7% | +229.7% | +211.7% |
| All | +1,111.5% | +419.4% | +692.1% | +673.8% |
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 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