+169.4%
XLV vs EIX
+19.9%
+149.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -3.6% | -1.4% | -2.2% | -3.3% |
| 30D | -1.8% | -19.3% | +17.5% | +1.9% |
| 3M | +7.8% | -21.7% | +29.5% | +12.5% |
| 6M | +9.1% | -19.8% | +28.9% | +13.1% |
| YTD | +7.7% | -3.0% | +10.8% | +6.3% |
| 1Y | +20.4% | +5.1% | +15.3% | +16.2% |
| 3Y | +30.8% | -7.0% | +37.7% | +27.7% |
| 5Y | +34.6% | +22.0% | +12.6% | +21.1% |
| All | +169.4% | +19.9% | +149.5% | +131.9% |
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