+136.2%
XLP vs EIX
+34.9%
+101.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | +8.2% | +8.1% | 0.0% | +6.2% |
| 3M | +7.7% | -12.1% | +19.9% | +9.8% |
| 6M | +9.3% | -13.4% | +22.7% | +11.6% |
| YTD | +19.5% | +5.6% | +13.9% | +15.5% |
| 1Y | +21.0% | +7.8% | +13.2% | +16.2% |
| 3Y | +43.2% | +9.8% | +33.4% | +34.2% |
| 5Y | +42.7% | +18.8% | +23.9% | +29.6% |
| All | +136.2% | +34.9% | +101.3% | +90.9% |
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