+3.2%
EL vs BAH
-26.3%
+29.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +2.8% |
| 7D | +0.8% | -3.5% | +4.3% | +1.2% |
| 30D | +16.5% | +24.3% | -7.7% | +13.5% |
| 3M | +29.2% | +16.3% | +12.9% | +26.8% |
| 6M | +27.9% | +13.6% | +14.3% | +25.8% |
| YTD | +6.2% | +3.5% | +2.7% | +4.8% |
| 1Y | +27.2% | +2.7% | +24.5% | +25.3% |
| 3Y | +3.2% | -26.6% | +29.8% | -4.3% |
| All | +3.2% | -26.3% | +29.5% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling