+16.1%
EL vs BAH
-27.4%
+43.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -2.0% |
| 7D | +1.7% | -4.3% | +6.0% | +2.1% |
| 30D | +15.5% | -4.5% | +20.0% | +16.0% |
| 3M | +20.6% | -7.6% | +28.2% | +21.1% |
| 6M | +10.5% | -10.6% | +21.1% | +10.9% |
| YTD | -1.9% | -12.6% | +10.7% | -1.6% |
| 1Y | +16.1% | -27.0% | +43.1% | +15.5% |
| All | +16.1% | -27.4% | +43.5% | +15.5% |
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