+18.0%
BAC vs ECL
+37.7%
-19.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -7.7% | +8.1% | -15.8% | -10.7% |
| 3M | -21.2% | +6.4% | -27.5% | -23.3% |
| 6M | -6.8% | +14.8% | -21.6% | -12.6% |
| YTD | -8.7% | +15.5% | -24.2% | -15.0% |
| 1Y | -5.3% | +20.1% | -25.4% | -13.5% |
| 3Y | +87.4% | +77.8% | +9.7% | +39.2% |
| All | +18.0% | +37.7% | -19.7% | -7.1% |
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