-10.6%
BA vs EL
+25.2%
-35.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.8% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | -7.9% | +12.3% | -20.2% | -9.9% |
| 3M | -25.2% | +28.4% | -53.6% | -28.8% |
| 6M | -26.7% | +36.7% | -63.5% | -31.2% |
| YTD | -19.6% | +8.4% | -28.0% | -25.6% |
| 1Y | -10.6% | +25.4% | -36.0% | -22.2% |
| All | -10.6% | +25.2% | -35.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling