+22.7%
EIX vs BAH
+182.5%
-159.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.5% | +4.7% |
| 7D | +0.9% | -4.3% | +5.2% | +1.8% |
| 30D | -13.5% | -4.5% | -9.1% | -12.9% |
| 3M | -15.3% | -7.6% | -7.6% | -14.3% |
| 6M | -15.3% | -10.6% | -4.7% | -14.2% |
| YTD | +2.7% | -12.6% | +15.3% | +3.6% |
| 1Y | +17.4% | -27.0% | +44.4% | +23.2% |
| 3Y | -1.3% | -31.5% | +30.2% | +0.1% |
| 5Y | +27.2% | -3.8% | +31.0% | +14.2% |
| 10Y | +22.7% | +183.9% | -161.2% | -6.3% |
| All | +22.7% | +182.5% | -159.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling