-3.1%
BAC vs EL
+30.6%
-33.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | +7.6% | -5.6% | +1.5% |
| 30D | -6.7% | +15.7% | -22.4% | -7.6% |
| 3M | -20.2% | +30.5% | -50.8% | -21.8% |
| 6M | -0.2% | +32.5% | -32.8% | -2.6% |
| YTD | -6.4% | +9.4% | -15.8% | -9.0% |
| 1Y | -3.1% | +28.4% | -31.5% | -9.2% |
| All | -3.1% | +30.6% | -33.7% | -9.2% |
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