+197.5%
ECL vs BAH
+197.5%
0.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.5% | -3.2% | +2.8% | +0.3% |
| 30D | +6.6% | +19.5% | -13.0% | +1.8% |
| 3M | +9.6% | +11.1% | -1.5% | +6.4% |
| 6M | +21.6% | +16.3% | +5.3% | +15.8% |
| YTD | +16.9% | +4.8% | +12.1% | +12.8% |
| 1Y | +17.9% | +4.9% | +13.0% | +13.4% |
| 3Y | +76.5% | -27.0% | +103.5% | +80.3% |
| 5Y | +36.6% | +5.7% | +30.9% | +17.8% |
| All | +197.5% | +197.5% | 0.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling