+22.9%
EIX vs BB
+2.1%
+20.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | +4.1% | +1.8% | +2.2% | +4.0% |
| 30D | -15.3% | -12.2% | -3.1% | -14.8% |
| 3M | -18.4% | -12.3% | -6.1% | -18.2% |
| 6M | -16.8% | +122.7% | -139.5% | -21.4% |
| YTD | -0.6% | +104.5% | -105.0% | -5.6% |
| 1Y | +10.7% | +106.7% | -96.0% | +4.6% |
| 3Y | -4.5% | +70.0% | -74.4% | -10.4% |
| 5Y | +24.0% | -27.8% | +51.8% | +19.5% |
| 10Y | +22.9% | +2.4% | +20.5% | -2.7% |
| All | +22.9% | +2.1% | +20.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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