+61.9%
EL vs BAH
+199.5%
-137.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.7% | -2.6% | +5.2% | +3.3% |
| 30D | +10.8% | +20.4% | -9.5% | +5.8% |
| 3M | +26.5% | +11.9% | +14.6% | +22.7% |
| 6M | +31.1% | +17.1% | +14.0% | +25.2% |
| YTD | +6.6% | +5.5% | +1.1% | +3.2% |
| 1Y | +21.8% | +5.6% | +16.2% | +17.5% |
| 3Y | +1.8% | -26.5% | +28.3% | +3.5% |
| 5Y | -65.6% | +6.5% | -72.0% | -70.0% |
| All | +61.9% | +199.5% | -137.6% | +9.2% |
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 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