+11.7%
BABA vs EIX
+35.3%
-23.6%
-80.1%
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% | 0.0% |
| 7D | -13.8% | +1.4% | -15.1% | -13.9% |
| 30D | -15.1% | +8.5% | -23.7% | -16.1% |
| 3M | -22.7% | -13.5% | -9.3% | -21.5% |
| 6M | -34.7% | -12.4% | -22.3% | -34.0% |
| YTD | -35.0% | +5.9% | -40.9% | -36.3% |
| 1Y | -40.4% | +7.6% | -48.0% | -41.7% |
| 3Y | +21.9% | +12.8% | +9.1% | +17.2% |
| 5Y | -39.9% | +19.2% | -59.1% | -42.8% |
| All | +11.7% | +35.3% | -23.6% | -1.0% |
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