+31.9%
BABA vs EIX
+10.5%
+21.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | -7.8% | +8.9% | -16.6% | -8.7% |
| 3M | -22.4% | -9.8% | -12.6% | -21.6% |
| 6M | -26.0% | -10.2% | -15.8% | -25.8% |
| YTD | -29.3% | +5.9% | -35.2% | -30.7% |
| 1Y | -37.5% | +10.9% | -48.4% | -39.2% |
| 3Y | +31.9% | +10.2% | +21.7% | +27.4% |
| All | +31.9% | +10.5% | +21.4% | +27.4% |
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