+124.6%
XLP vs EIX
+29.5%
+95.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | +0.7% | +1.0% | -0.2% | +0.5% |
| 30D | +10.3% | +9.1% | +1.1% | +8.0% |
| 3M | +6.5% | -10.2% | +16.8% | +7.9% |
| 6M | +8.4% | -11.2% | +19.6% | +9.9% |
| YTD | +18.2% | +4.5% | +13.7% | +14.5% |
| 1Y | +22.4% | +10.9% | +11.5% | +16.7% |
| 3Y | +41.9% | +8.4% | +33.5% | +33.3% |
| 5Y | +40.9% | +18.0% | +22.9% | +28.1% |
| All | +124.6% | +29.5% | +95.1% | +84.2% |
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