+35.4%
EIX vs BAH
+197.5%
-162.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.5% | -3.2% | +1.8% | -0.8% |
| 30D | +8.1% | +19.5% | -11.4% | +4.3% |
| 3M | -12.1% | +11.1% | -23.2% | -14.2% |
| 6M | -13.4% | +16.3% | -29.8% | -16.7% |
| YTD | +5.6% | +4.8% | +0.8% | +2.5% |
| 1Y | +7.8% | +4.9% | +2.9% | +4.5% |
| 3Y | +9.8% | -27.0% | +36.9% | +11.4% |
| 5Y | +18.8% | +5.7% | +13.1% | +5.4% |
| All | +35.4% | +197.5% | -162.1% | -0.9% |
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