+191.6%
XOM vs EIX
+21.5%
+170.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | +4.1% | -18.8% | +22.9% | +8.8% |
| 3M | +10.4% | -19.7% | +30.1% | +15.5% |
| 6M | +13.0% | -18.2% | +31.3% | +17.1% |
| YTD | +40.1% | -1.7% | +41.8% | +36.1% |
| 1Y | +51.1% | +7.8% | +43.4% | +42.0% |
| 3Y | +57.7% | -5.6% | +63.3% | +51.1% |
| 5Y | +264.7% | +23.7% | +241.1% | +209.2% |
| All | +191.6% | +21.5% | +170.1% | +135.7% |
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 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