+211.6%
XOM vs EIX
+18.4%
+193.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.8% | +1.4% | +1.5% | +2.6% |
| 30D | -3.6% | +8.5% | -12.2% | -4.9% |
| 3M | +8.2% | -13.5% | +21.7% | +9.9% |
| 6M | +14.0% | -12.4% | +26.4% | +15.2% |
| YTD | +44.6% | +5.9% | +38.7% | +38.9% |
| 1Y | +47.8% | +7.6% | +40.2% | +41.4% |
| 3Y | +79.6% | +12.8% | +66.8% | +65.9% |
| All | +211.6% | +18.4% | +193.2% | +174.6% |
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