-10.6%
BA vs XLI
+12.2%
-22.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.2% |
| 7D | +5.9% | +0.6% | +5.3% | +5.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.0% |
| 3M | -25.4% | -8.8% | -16.5% | -18.3% |
| 6M | -20.0% | -0.4% | -19.6% | -19.8% |
| YTD | -18.5% | +10.1% | -28.6% | -26.6% |
| 1Y | -10.6% | +12.3% | -22.9% | -21.6% |
| All | -10.6% | +12.2% | -22.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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