+1,094.1%
BAC vs ECL
+14,303.5%
-13,209.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.1% | +0.4% | +1.6% | +1.8% |
| 30D | -6.7% | +8.6% | -15.3% | -11.3% |
| 3M | -20.2% | +7.9% | -28.1% | -24.0% |
| 6M | -0.2% | +21.0% | -21.2% | -11.8% |
| YTD | -6.4% | +17.5% | -23.9% | -16.2% |
| 1Y | -3.1% | +19.7% | -22.8% | -14.3% |
| 3Y | +96.7% | +77.4% | +19.3% | +33.5% |
| 5Y | +21.3% | +38.7% | -17.4% | -6.8% |
| 10Y | +237.7% | +193.5% | +44.2% | +64.1% |
| All | +1,094.1% | +14,303.5% | -13,209.4% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling