+174.8%
EXE vs BAH
-3.1%
+177.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -0.4% | -6.6% | +6.2% | +0.6% |
| 3M | +9.5% | -7.2% | +16.6% | +10.4% |
| 6M | -9.3% | -10.0% | +0.6% | -8.4% |
| YTD | -10.9% | -12.5% | +1.5% | -10.4% |
| 1Y | +4.3% | -27.9% | +32.2% | +8.5% |
| 3Y | +18.8% | -31.4% | +50.2% | +15.8% |
| 5Y | +101.4% | -3.2% | +104.6% | +66.5% |
| All | +174.8% | -3.1% | +177.9% | +130.1% |
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