+136.8%
XLP vs EIX
+34.4%
+102.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -0.5% | -2.5% | +2.0% | +0.1% |
| 30D | +8.3% | +7.7% | +0.6% | +6.4% |
| 3M | +8.7% | -12.9% | +21.5% | +11.0% |
| 6M | +11.2% | -12.7% | +23.9% | +13.2% |
| YTD | +20.0% | +5.5% | +14.5% | +16.0% |
| 1Y | +21.3% | +9.4% | +12.0% | +16.1% |
| 3Y | +43.8% | +9.7% | +34.1% | +34.8% |
| 5Y | +43.3% | +16.9% | +26.4% | +30.7% |
| 10Y | +136.8% | +34.3% | +102.5% | +92.0% |
| All | +136.8% | +34.4% | +102.4% | +92.0% |
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