+71.4%
BAC vs ECL
+31.2%
+40.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | -0.4% | -2.2% | +1.8% | +0.5% |
| 3M | +16.9% | +10.1% | +6.8% | +11.8% |
| 6M | +26.6% | -5.7% | +32.3% | +29.3% |
| YTD | +15.8% | +7.0% | +8.8% | +11.5% |
| 1Y | +27.2% | +2.7% | +24.5% | +24.4% |
| 3Y | +132.4% | +57.7% | +74.7% | +82.4% |
| All | +71.4% | +31.2% | +40.2% | +39.6% |
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