+22.7%
EIX vs BAH
-3.4%
+26.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -19.1% | -3.2% | -15.9% | -18.8% |
| 30D | -16.9% | +2.0% | -18.9% | -17.2% |
| 3M | -20.0% | -7.6% | -12.4% | -19.5% |
| 6M | -21.3% | -5.7% | -15.6% | -21.3% |
| YTD | -1.7% | -11.7% | +10.0% | -1.4% |
| 1Y | +9.6% | -27.4% | +36.9% | +13.2% |
| 3Y | -3.7% | -32.5% | +28.9% | -4.5% |
| All | +22.7% | -3.4% | +26.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling