+79.6%
XOM vs EIX
+10.6%
+69.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | +1.4% | +1.5% | +2.7% |
| 30D | -3.6% | +8.5% | -12.2% | -4.4% |
| 3M | +8.2% | -13.5% | +21.7% | +9.3% |
| 6M | +14.0% | -12.4% | +26.4% | +14.8% |
| YTD | +44.6% | +5.9% | +38.7% | +39.9% |
| 1Y | +47.8% | +7.6% | +40.2% | +42.5% |
| 3Y | +79.6% | +12.8% | +66.8% | +68.9% |
| All | +79.6% | +10.6% | +69.0% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling