+3.4%
BAX vs EIX
+15.0%
-11.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.5% | -8.3% | -4.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -9.7% | -13.5% | +3.8% | -8.3% |
| 3M | +29.3% | -15.3% | +44.5% | +31.8% |
| 6M | +40.7% | -15.3% | +56.0% | +42.6% |
| YTD | +30.3% | +2.7% | +27.5% | +18.9% |
| 1Y | +3.4% | +17.4% | -14.1% | -13.1% |
| All | +3.4% | +15.0% | -11.6% | -13.1% |
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