+49.1%
BAX vs EIX
+11.2%
+37.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +9.0% | +0.7% | +8.3% | +8.9% |
| 30D | +8.5% | +8.8% | -0.3% | +7.3% |
| 3M | -4.1% | -10.9% | +6.8% | -3.2% |
| 6M | +46.9% | -10.3% | +57.2% | +47.6% |
| YTD | +38.4% | +5.8% | +32.6% | +24.5% |
| All | +49.1% | +11.2% | +37.9% | +29.3% |
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