+151.4%
EXE vs BAH
+16.8%
+134.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.6% | -2.6% | +6.1% | +3.9% |
| 30D | -4.3% | +20.4% | -24.7% | -6.8% |
| 3M | -7.7% | +11.9% | -19.5% | -9.3% |
| 6M | -7.2% | +17.1% | -24.4% | -9.7% |
| YTD | -18.5% | +5.5% | -24.0% | -20.3% |
| 1Y | -24.4% | +5.6% | -30.0% | -26.1% |
| 3Y | +21.6% | -26.5% | +48.1% | +20.7% |
| 5Y | +77.3% | +6.5% | +70.9% | +44.4% |
| All | +151.4% | +16.8% | +134.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling