+10.9%
EIX vs BAM
+3.7%
+7.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +1.0% | +5.0% | -4.0% | +0.9% |
| 30D | +8.9% | +16.6% | -7.7% | +9.0% |
| 3M | -9.8% | +2.2% | -12.0% | -10.3% |
| 6M | -10.2% | +9.7% | -19.9% | -10.4% |
| YTD | +5.9% | +5.2% | +0.7% | +5.8% |
| 1Y | +10.9% | +3.9% | +7.0% | +10.5% |
| All | +10.9% | +3.7% | +7.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling