+31.2%
EL vs BAH
+182.5%
-151.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | +1.7% | -4.3% | +6.0% | +2.7% |
| 30D | +15.5% | -4.5% | +20.0% | +16.8% |
| 3M | +20.6% | -7.6% | +28.2% | +22.5% |
| 6M | +10.5% | -10.6% | +21.1% | +12.7% |
| YTD | -1.9% | -12.6% | +10.7% | -0.3% |
| 1Y | +16.1% | -27.0% | +43.1% | +23.0% |
| 3Y | -30.2% | -31.5% | +1.3% | -28.7% |
| 5Y | -67.4% | -3.8% | -63.6% | -71.0% |
| 10Y | +31.2% | +183.9% | -152.7% | +0.9% |
| All | +31.2% | +182.5% | -151.3% | +0.9% |
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