-31.3%
BABA vs EIX
+22.8%
-54.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -4.8% | -19.1% | +14.3% | -1.7% |
| 30D | -11.9% | -16.9% | +5.0% | -9.4% |
| 3M | -9.3% | -20.0% | +10.7% | -6.7% |
| 6M | -14.2% | -21.3% | +7.1% | -11.6% |
| YTD | -22.0% | -1.7% | -20.3% | -23.4% |
| 1Y | -12.7% | +9.6% | -22.3% | -16.5% |
| 3Y | +26.7% | -3.7% | +30.3% | +22.0% |
| All | -31.3% | +22.8% | -54.1% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling