-35.3%
BABA vs EIX
+18.9%
-54.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.7% |
| 7D | +4.3% | +4.5% | -0.2% | +4.0% |
| 30D | -5.0% | +15.2% | -20.2% | -5.8% |
| 3M | -18.4% | -11.6% | -6.8% | -17.6% |
| 6M | -20.3% | -8.4% | -11.9% | -21.2% |
| YTD | -27.5% | +8.2% | -35.7% | -26.9% |
| 1Y | -35.3% | +16.6% | -51.9% | -34.2% |
| All | -35.3% | +18.9% | -54.2% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling