-3.5%
BAC vs EIX
+9.6%
-13.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -2.5% | +0.7% | -1.8% |
| 30D | -7.2% | +7.7% | -14.9% | -7.3% |
| 3M | -20.4% | -12.9% | -7.6% | -20.2% |
| 6M | +1.3% | -12.7% | +14.0% | +1.7% |
| YTD | -6.4% | +5.5% | -11.8% | -8.1% |
| 1Y | -3.5% | +9.4% | -12.9% | -5.7% |
| All | -3.5% | +9.6% | -13.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling