+189.8%
EIX vs BAH
+1,077.1%
-887.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.3% |
| 30D | +7.7% | +18.0% | -10.3% | +4.6% |
| 3M | -12.9% | +11.4% | -24.3% | -14.7% |
| 6M | -12.7% | +17.7% | -30.4% | -15.8% |
| YTD | +5.5% | +5.4% | +0.1% | +2.8% |
| 1Y | +9.4% | +2.8% | +6.6% | +6.9% |
| 3Y | +9.7% | -26.7% | +36.3% | +11.5% |
| 5Y | +16.9% | +8.1% | +8.9% | +8.1% |
| 10Y | +34.3% | +202.5% | -168.3% | +5.5% |
| All | +189.8% | +1,077.1% | -887.3% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling