+42.7%
XLP vs EIX
+22.1%
+20.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.5% | +2.5% | +1.0% | +2.9% |
| 30D | +11.6% | +14.1% | -2.5% | +8.5% |
| 3M | +7.6% | -9.4% | +17.1% | +8.7% |
| 6M | +10.0% | -9.1% | +19.1% | +10.8% |
| YTD | +19.7% | +7.1% | +12.6% | +15.3% |
| 1Y | +23.5% | +13.3% | +10.2% | +17.1% |
| 3Y | +44.0% | +10.9% | +33.1% | +33.5% |
| 5Y | +42.7% | +21.0% | +21.7% | +24.2% |
| All | +42.7% | +22.1% | +20.6% | +24.2% |
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