+26.6%
BA vs EL
+60.9%
-34.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | 0.0% | +7.6% | -7.6% | -3.0% |
| 30D | -8.9% | +15.7% | -24.6% | -14.5% |
| 3M | -25.5% | +30.5% | -56.1% | -34.3% |
| 6M | -27.0% | +32.5% | -59.5% | -36.4% |
| YTD | -20.1% | +9.4% | -29.6% | -26.7% |
| 1Y | -11.0% | +28.4% | -39.4% | -24.3% |
| 3Y | -11.8% | +4.4% | -16.3% | -26.2% |
| 5Y | -20.6% | -64.5% | +43.8% | +23.1% |
| 10Y | +26.6% | +64.9% | -38.3% | +0.7% |
| All | +26.6% | +60.9% | -34.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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