+15.9%
ABNB vs EIX
+18.0%
-2.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -9.5% | +0.8% | -10.3% | -9.7% |
| 30D | -9.4% | -18.8% | +9.4% | -6.1% |
| 3M | +29.9% | -19.7% | +49.5% | +34.7% |
| 6M | +26.6% | -18.2% | +44.8% | +30.4% |
| YTD | +23.5% | -1.7% | +25.3% | +21.1% |
| 1Y | +35.8% | +7.8% | +28.1% | +29.9% |
| 3Y | +15.0% | -5.6% | +20.6% | +10.1% |
| 5Y | +1.5% | +23.7% | -22.2% | -1.2% |
| All | +15.9% | +18.0% | -2.1% | +13.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling