+649.7%
XLU vs EIX
+419.4%
+230.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.7% | -0.7% |
| 7D | +2.1% | +0.9% | +1.2% | +1.6% |
| 30D | -0.4% | -13.5% | +13.2% | +3.0% |
| 3M | +0.5% | -15.3% | +15.7% | +4.5% |
| 6M | -5.8% | -15.3% | +9.5% | -2.1% |
| YTD | +3.1% | +2.7% | +0.4% | 0.0% |
| 1Y | +8.1% | +17.4% | -9.3% | -0.3% |
| 3Y | +50.5% | -1.3% | +51.9% | +45.4% |
| 5Y | +44.7% | +27.2% | +17.5% | +27.8% |
| 10Y | +136.8% | +22.7% | +114.1% | +105.0% |
| All | +649.7% | +419.4% | +230.3% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling