+1,821.9%
BA vs EIX
+1,083.9%
+738.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.2% | -19.1% | +20.3% | +6.3% |
| 30D | -11.6% | -16.9% | +5.3% | -8.1% |
| 3M | -2.4% | -20.0% | +17.6% | +2.5% |
| 6M | -6.6% | -21.3% | +14.7% | -1.6% |
| YTD | -2.2% | -1.7% | -0.5% | -4.0% |
| 1Y | -8.0% | +9.6% | -17.6% | -13.0% |
| 3Y | -5.0% | -3.7% | -1.3% | -8.6% |
| 5Y | -2.7% | +22.6% | -25.3% | -13.9% |
| 10Y | +75.9% | +17.7% | +58.2% | +56.1% |
| All | +1,821.9% | +1,083.9% | +738.0% | +622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling