+34.1%
XLP vs EIX
+22.8%
+11.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.0% | -19.1% | +18.1% | +2.7% |
| 30D | -0.9% | -16.9% | +16.0% | +2.0% |
| 3M | +3.8% | -20.0% | +23.8% | +7.7% |
| 6M | -1.7% | -21.3% | +19.6% | +2.2% |
| YTD | +10.3% | -1.7% | +12.0% | +8.2% |
| 1Y | +7.8% | +9.6% | -1.8% | +2.7% |
| 3Y | +27.2% | -3.7% | +30.9% | +22.6% |
| All | +34.1% | +22.8% | +11.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling