+1,064.4%
BAC vs EIX
+1,158.5%
-94.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -7.7% | +9.1% | -16.8% | -10.0% |
| 3M | -21.2% | -10.2% | -10.9% | -20.0% |
| 6M | -6.8% | -11.2% | +4.4% | -5.4% |
| YTD | -8.7% | +4.5% | -13.2% | -12.3% |
| 1Y | -5.3% | +10.9% | -16.2% | -10.8% |
| 3Y | +87.4% | +8.4% | +79.0% | +74.7% |
| 5Y | +18.9% | +18.0% | +1.0% | +7.0% |
| 10Y | +273.3% | +30.3% | +243.0% | +214.6% |
| All | +1,064.4% | +1,158.5% | -94.1% | +368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling