+3.9%
EIX vs BAM
+78.0%
-74.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -19.1% | -2.0% | -17.1% | -18.9% |
| 30D | -16.9% | -2.9% | -14.0% | -16.6% |
| 3M | -20.0% | +9.4% | -29.4% | -21.7% |
| 6M | -21.3% | +10.8% | -32.1% | -23.4% |
| YTD | -1.7% | -0.4% | -1.3% | -2.3% |
| 1Y | +9.6% | -10.9% | +20.4% | +11.4% |
| 3Y | -3.7% | +61.3% | -64.9% | -15.5% |
| All | +3.9% | +78.0% | -74.0% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling