-20.6%
BA vs ECL
+39.8%
-60.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -8.9% | +8.6% | -17.5% | -13.0% |
| 3M | -25.5% | +7.9% | -33.4% | -28.7% |
| 6M | -27.0% | +21.0% | -48.0% | -34.4% |
| YTD | -20.1% | +17.5% | -37.7% | -27.4% |
| 1Y | -11.0% | +19.7% | -30.7% | -20.0% |
| 3Y | -11.8% | +77.4% | -89.3% | -38.6% |
| 5Y | -20.6% | +38.7% | -59.3% | -36.6% |
| All | -20.6% | +39.8% | -60.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling