-66.0%
EL vs BAH
+8.3%
-74.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +2.9% |
| 7D | +0.8% | -3.5% | +4.3% | +1.3% |
| 30D | +16.5% | +24.3% | -7.7% | +12.7% |
| 3M | +29.2% | +16.3% | +12.9% | +26.1% |
| 6M | +27.9% | +13.6% | +14.3% | +25.0% |
| YTD | +6.2% | +3.5% | +2.7% | +4.4% |
| 1Y | +27.2% | +2.7% | +24.5% | +24.9% |
| 3Y | +3.2% | -26.6% | +29.8% | +2.3% |
| All | -66.0% | +8.3% | -74.2% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling