+60.0%
EL vs BAH
+218.8%
-158.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | +8.0% | -1.5% | +9.5% | +8.3% |
| 30D | +15.4% | +17.3% | -1.8% | +10.9% |
| 3M | +28.5% | +14.9% | +13.6% | +23.9% |
| 6M | +32.2% | +14.2% | +18.0% | +27.1% |
| YTD | +9.2% | +5.1% | +4.1% | +5.8% |
| 1Y | +30.8% | +2.1% | +28.7% | +27.3% |
| 3Y | +3.7% | -26.0% | +29.7% | +5.1% |
| 5Y | -64.8% | +9.0% | -73.7% | -69.6% |
| 10Y | +60.0% | +208.8% | -148.8% | +8.1% |
| All | +60.0% | +218.8% | -158.7% | +8.1% |
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