-8.8%
BA vs XLI
+16.9%
-25.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +2.5% | +1.0% | +1.5% | +1.5% |
| 30D | -10.1% | -5.8% | -4.3% | -4.6% |
| 3M | -2.4% | +0.7% | -3.1% | -3.1% |
| 6M | -8.8% | +3.2% | -12.0% | -12.1% |
| YTD | -2.9% | +13.0% | -16.0% | -14.8% |
| 1Y | -8.8% | +16.8% | -25.5% | -21.9% |
| All | -8.8% | +16.9% | -25.7% | -21.9% |
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