+25.9%
BA vs EIX
+35.0%
-9.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | +1.0% | -0.9% | -0.4% |
| 30D | -8.9% | +8.9% | -17.8% | -12.1% |
| 3M | -25.5% | -9.8% | -15.7% | -24.3% |
| 6M | -27.0% | -10.2% | -16.8% | -26.1% |
| YTD | -20.1% | +5.9% | -26.1% | -25.5% |
| 1Y | -11.0% | +10.9% | -21.9% | -19.0% |
| 3Y | -11.8% | +10.2% | -22.0% | -23.6% |
| 5Y | -20.6% | +17.0% | -37.7% | -35.0% |
| All | +25.9% | +35.0% | -9.1% | -5.7% |
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