+264.7%
XOM vs EIX
+22.7%
+242.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +4.1% | -18.8% | +22.9% | +6.8% |
| 3M | +10.4% | -19.7% | +30.1% | +13.5% |
| 6M | +13.0% | -18.2% | +31.3% | +15.4% |
| YTD | +40.1% | -1.7% | +41.8% | +36.4% |
| 1Y | +51.1% | +7.8% | +43.4% | +43.7% |
| 3Y | +57.7% | -5.6% | +63.3% | +52.6% |
| 5Y | +264.7% | +23.7% | +241.1% | +220.8% |
| All | +264.7% | +22.7% | +242.1% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling