+19.9%
ECL vs BAH
+2.1%
+17.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +8.8% | +17.3% | -8.4% | +8.3% |
| 3M | +7.8% | +14.9% | -7.0% | +7.4% |
| 6M | +21.3% | +14.2% | +7.1% | +20.0% |
| YTD | +17.8% | +5.1% | +12.7% | +15.3% |
| All | +19.9% | +2.1% | +17.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling