+72.3%
BA vs XLI
+252.7%
-180.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +2.5% | +1.0% | +1.5% | +1.1% |
| 30D | -10.1% | -5.8% | -4.3% | -2.1% |
| 3M | -2.4% | +0.7% | -3.1% | -3.6% |
| 6M | -8.8% | +3.2% | -12.0% | -13.1% |
| YTD | -2.9% | +13.0% | -16.0% | -19.4% |
| 1Y | -8.8% | +16.8% | -25.5% | -27.9% |
| 3Y | -0.3% | +72.4% | -72.7% | -56.4% |
| 5Y | -0.3% | +82.8% | -83.1% | -59.6% |
| 10Y | +72.3% | +252.4% | -180.1% | -67.2% |
| All | +72.3% | +252.7% | -180.4% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling