-23.1%
BA vs ECL
+19.7%
-42.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.1% |
| 7D | -0.1% | +1.7% | -1.7% | -0.8% |
| 30D | -9.1% | +8.9% | -18.0% | -12.7% |
| 3M | -28.2% | +7.4% | -35.6% | -30.4% |
| 6M | -23.1% | +19.3% | -42.5% | -29.3% |
| All | -23.1% | +19.7% | -42.8% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling