+28.1%
BA vs EIX
+30.9%
-2.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -9.5% | +8.8% | -18.2% | -12.6% |
| 3M | -26.5% | -10.9% | -15.5% | -24.8% |
| 6M | -27.4% | -10.3% | -17.1% | -26.5% |
| YTD | -20.6% | +5.8% | -26.4% | -25.9% |
| 1Y | -11.4% | +11.4% | -22.8% | -19.5% |
| 3Y | -10.8% | +11.1% | -21.9% | -23.0% |
| 5Y | -21.9% | +18.5% | -40.4% | -36.5% |
| 10Y | +28.1% | +32.2% | -4.1% | -3.0% |
| All | +28.1% | +30.9% | -2.8% | -3.0% |
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 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