+27.1%
BABA vs EIX
-3.3%
+30.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -4.8% | -19.1% | +14.3% | -2.7% |
| 30D | -11.9% | -16.9% | +5.0% | -10.1% |
| 3M | -9.3% | -20.0% | +10.7% | -7.6% |
| 6M | -14.2% | -21.3% | +7.1% | -12.5% |
| YTD | -22.0% | -1.7% | -20.3% | -23.0% |
| 1Y | -12.7% | +9.6% | -22.3% | -15.5% |
| All | +27.1% | -3.3% | +30.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling