+16.0%
BABA vs EIX
+34.4%
-18.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.6% | -2.5% | -1.0% | -3.3% |
| 30D | -8.4% | +7.7% | -16.1% | -9.3% |
| 3M | -20.6% | -12.9% | -7.7% | -19.4% |
| 6M | -25.4% | -12.7% | -12.7% | -24.6% |
| YTD | -30.1% | +5.5% | -35.6% | -31.4% |
| 1Y | -36.3% | +9.4% | -45.7% | -37.8% |
| 3Y | +30.4% | +9.7% | +20.7% | +25.8% |
| 5Y | -35.7% | +16.9% | -52.7% | -38.7% |
| 10Y | +16.0% | +34.3% | -18.3% | +2.0% |
| All | +16.0% | +34.4% | -18.4% | +2.0% |
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