+391.8%
BAC vs EIX
+23.2%
+368.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -2.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -0.7% | -13.5% | +12.8% | +2.3% |
| 3M | +16.9% | -15.3% | +32.2% | +21.0% |
| 6M | +29.6% | -15.3% | +44.9% | +33.8% |
| YTD | +15.3% | +2.7% | +12.5% | +10.1% |
| 1Y | +28.8% | +17.4% | +11.4% | +16.6% |
| 3Y | +136.4% | -1.3% | +137.7% | +123.5% |
| 5Y | +72.9% | +27.2% | +45.7% | +45.3% |
| 10Y | +391.8% | +22.7% | +369.0% | +309.4% |
| All | +391.8% | +23.2% | +368.6% | +309.4% |
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 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