+42.8%
XLP vs EIX
+19.1%
+23.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +8.9% | +8.8% | +0.2% | +7.1% |
| 3M | +7.5% | -10.9% | +18.4% | +9.0% |
| 6M | +9.4% | -10.3% | +19.7% | +10.5% |
| YTD | +19.3% | +5.8% | +13.4% | +15.1% |
| 1Y | +21.7% | +11.4% | +10.4% | +15.9% |
| 3Y | +44.0% | +11.1% | +32.9% | +33.2% |
| 5Y | +42.8% | +18.5% | +24.3% | +25.7% |
| All | +42.8% | +19.1% | +23.7% | +25.7% |
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