+391.8%
BAC vs ECL
+153.2%
+238.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | -0.7% | -2.5% | +1.7% | +0.8% |
| 3M | +16.9% | +8.3% | +8.6% | +10.6% |
| 6M | +29.6% | -1.1% | +30.7% | +29.4% |
| YTD | +15.3% | +6.5% | +8.7% | +9.2% |
| 1Y | +28.8% | +2.1% | +26.8% | +24.9% |
| 3Y | +136.4% | +57.6% | +78.8% | +66.0% |
| 5Y | +72.9% | +28.1% | +44.9% | +37.8% |
| 10Y | +391.8% | +153.2% | +238.5% | +129.6% |
| All | +391.8% | +153.2% | +238.6% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling