+18.8%
ECL vs BAH
+2.3%
+16.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -2.2% |
| 30D | +8.3% | +18.0% | -9.7% | +7.7% |
| 3M | +8.4% | +11.4% | -3.0% | +8.0% |
| 6M | +23.3% | +17.7% | +5.6% | +21.9% |
| YTD | +18.2% | +5.4% | +12.9% | +15.7% |
| 1Y | +18.8% | +2.8% | +16.0% | +16.2% |
| All | +18.8% | +2.3% | +16.5% | +16.2% |
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