-18.9%
EXE vs BAH
+6.2%
-25.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.9% |
| 7D | -4.7% | +5.8% | -10.4% | -4.7% |
| 30D | +1.0% | +28.7% | -27.7% | +0.6% |
| 3M | -5.6% | +20.9% | -26.5% | -5.8% |
| 6M | -12.3% | +15.2% | -27.5% | -12.9% |
| YTD | -19.5% | +7.1% | -26.6% | -21.5% |
| 1Y | -18.9% | +6.4% | -25.3% | -19.3% |
| All | -18.9% | +6.2% | -25.1% | -19.3% |
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 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