-67.4%
EL vs BBAI
-70.3%
+2.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.7% | -1.0% | +2.7% | +1.7% |
| 30D | +15.5% | -10.7% | +26.2% | +15.7% |
| 3M | +20.6% | -32.3% | +52.8% | +21.2% |
| 6M | +10.5% | -31.3% | +41.8% | +10.9% |
| YTD | -1.9% | -45.9% | +44.0% | -1.2% |
| 1Y | +16.1% | -40.0% | +56.1% | +16.6% |
| 3Y | -30.2% | +72.8% | -103.0% | -31.4% |
| 5Y | -67.4% | -70.4% | +3.0% | -70.1% |
| All | -67.4% | -70.3% | +2.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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