+242.2%
EL vs BAH
+886.2%
-644.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.3% |
| 7D | +0.8% | -3.2% | +4.0% | +1.5% |
| 30D | +19.8% | +2.0% | +17.8% | +19.4% |
| 3M | +25.7% | -7.6% | +33.3% | +27.6% |
| 6M | +5.4% | -5.7% | +11.1% | +6.0% |
| YTD | +0.2% | -11.7% | +11.9% | +1.6% |
| 1Y | +20.4% | -27.4% | +47.8% | +27.4% |
| 3Y | -32.1% | -32.5% | +0.4% | -29.6% |
| 5Y | -67.2% | -3.3% | -63.9% | -69.7% |
| 10Y | +31.7% | +186.0% | -154.2% | -6.2% |
| All | +242.2% | +886.2% | -644.0% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling