+20.4%
EXE vs BAH
-31.5%
+51.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | -3.2% | +3.0% | -0.1% |
| 30D | +8.5% | +2.0% | +6.4% | +8.4% |
| 3M | +5.5% | -7.6% | +13.1% | +5.7% |
| 6M | -5.9% | -5.7% | -0.2% | -5.8% |
| YTD | -9.7% | -11.7% | +2.0% | -9.9% |
| 1Y | +3.6% | -27.4% | +30.9% | +4.5% |
| All | +20.4% | -31.5% | +51.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling