+97.9%
BAC vs EIX
+10.6%
+87.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.2% | +1.4% | +1.9% | +3.0% |
| 30D | -0.7% | +8.5% | -9.3% | -2.1% |
| 3M | -20.0% | -13.5% | -6.5% | -18.4% |
| 6M | +3.4% | -12.4% | +15.8% | +4.8% |
| YTD | -5.7% | +5.9% | -11.7% | -10.0% |
| 1Y | -1.4% | +7.6% | -9.0% | -6.4% |
| 3Y | +97.9% | +12.8% | +85.1% | +68.5% |
| All | +97.9% | +10.6% | +87.4% | +68.5% |
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