+28.1%
BA vs ECL
+205.6%
-177.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -2.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -9.5% | +8.8% | -18.3% | -15.0% |
| 3M | -26.5% | +7.8% | -34.3% | -30.7% |
| 6M | -27.4% | +21.3% | -48.7% | -37.3% |
| YTD | -20.6% | +17.8% | -38.4% | -30.3% |
| 1Y | -11.4% | +21.1% | -32.5% | -24.0% |
| 3Y | -10.8% | +80.1% | -90.9% | -45.4% |
| 5Y | -21.9% | +40.5% | -62.4% | -42.6% |
| 10Y | +28.1% | +197.7% | -169.6% | -41.6% |
| All | +28.1% | +205.6% | -177.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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