+58.8%
XOM vs EIX
-4.8%
+63.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.5% |
| 7D | 0.0% | +4.1% | -4.0% | -0.4% |
| 30D | +3.4% | -15.3% | +18.8% | +4.4% |
| 3M | +11.0% | -18.4% | +29.4% | +12.7% |
| 6M | +10.6% | -16.8% | +27.5% | +11.7% |
| YTD | +39.2% | -0.6% | +39.8% | +35.7% |
| 1Y | +52.7% | +10.7% | +42.1% | +45.9% |
| All | +58.8% | -4.8% | +63.5% | +57.4% |
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 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