-10.6%
BA vs ECL
+81.2%
-91.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.3% |
| 7D | -0.1% | +1.7% | -1.7% | -0.7% |
| 30D | -9.1% | +8.9% | -18.0% | -12.3% |
| 3M | -28.2% | +7.4% | -35.6% | -30.3% |
| 6M | -23.1% | +19.3% | -42.5% | -28.6% |
| YTD | -20.6% | +17.4% | -38.0% | -25.9% |
| 1Y | -12.7% | +19.4% | -32.1% | -19.2% |
| All | -10.6% | +81.2% | -91.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling