-19.0%
BAX vs EIX
+10.6%
-29.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +4.1% | +8.5% | -4.5% | +2.3% |
| 3M | -4.5% | -13.5% | +8.9% | -2.2% |
| 6M | +49.2% | -12.4% | +61.6% | +52.1% |
| YTD | +35.2% | +5.9% | +29.3% | +29.7% |
| 1Y | +38.3% | +7.6% | +30.7% | +32.0% |
| 3Y | -19.0% | +12.8% | -31.8% | -27.3% |
| All | -19.0% | +10.6% | -29.6% | -27.3% |
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 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