+51.7%
XOP vs EIX
+35.3%
+16.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +6.3% | +1.4% | +5.0% | +5.8% |
| 30D | -6.6% | +8.5% | -15.1% | -9.4% |
| 3M | +3.6% | -13.5% | +17.0% | +6.5% |
| 6M | +10.8% | -12.4% | +23.1% | +12.7% |
| YTD | +48.3% | +5.9% | +42.4% | +38.5% |
| 1Y | +42.9% | +7.6% | +35.3% | +32.6% |
| 3Y | +43.3% | +12.8% | +30.5% | +25.5% |
| 5Y | +94.0% | +19.2% | +74.7% | +63.3% |
| All | +51.7% | +35.3% | +16.3% | +30.6% |
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 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