+1,106.7%
XLY vs EIX
+390.2%
+716.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -4.2% | -19.3% | +15.1% | -0.7% |
| 3M | -2.7% | -21.7% | +19.0% | +1.3% |
| 6M | -0.6% | -19.8% | +19.2% | +2.7% |
| YTD | -5.0% | -3.0% | -2.0% | -6.2% |
| 1Y | -4.1% | +5.1% | -9.2% | -7.2% |
| 3Y | +33.6% | -7.0% | +40.6% | +31.0% |
| 5Y | +28.7% | +22.0% | +6.7% | +18.1% |
| 10Y | +219.6% | +19.8% | +199.8% | +185.0% |
| All | +1,106.7% | +390.2% | +716.5% | +711.3% |
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