+18.0%
BAC vs EL
-66.1%
+84.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | -1.2% | +0.8% | -1.9% | -1.3% |
| 30D | -7.7% | +16.5% | -24.2% | -10.5% |
| 3M | -21.2% | +29.2% | -50.3% | -25.6% |
| 6M | -6.8% | +27.9% | -34.8% | -12.3% |
| YTD | -8.7% | +6.2% | -14.9% | -11.7% |
| 1Y | -5.3% | +27.2% | -32.5% | -12.3% |
| 3Y | +87.4% | +3.2% | +84.2% | +72.5% |
| All | +18.0% | -66.1% | +84.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling