+162.4%
XOP vs EIX
+28.1%
+134.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.6% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +16.5% | -13.5% | +30.1% | +19.0% |
| 3M | +15.7% | -15.3% | +31.0% | +18.6% |
| 6M | +19.2% | -15.3% | +34.5% | +21.6% |
| YTD | +55.0% | +2.7% | +52.2% | +47.2% |
| 1Y | +54.2% | +17.4% | +36.7% | +39.3% |
| 3Y | +35.9% | -1.3% | +37.2% | +26.2% |
| 5Y | +162.4% | +27.2% | +135.2% | +117.0% |
| All | +162.4% | +28.1% | +134.3% | +117.0% |
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