+23.3%
BA vs EIX
+35.3%
-12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -7.1% | +8.5% | -15.7% | -10.3% |
| 3M | -25.5% | -13.5% | -12.1% | -22.9% |
| 6M | -28.7% | -12.4% | -16.4% | -27.1% |
| YTD | -21.0% | +5.9% | -26.9% | -26.4% |
| 1Y | -11.9% | +7.6% | -19.5% | -18.6% |
| 3Y | -16.2% | +12.8% | -28.9% | -28.2% |
| 5Y | -22.4% | +19.2% | -41.6% | -37.2% |
| All | +23.3% | +35.3% | -12.0% | -7.9% |
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