-0.9%
BA vs XLI
+81.3%
-82.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | +1.2% | -1.1% | +2.2% | +2.4% |
| 30D | -11.6% | -5.9% | -5.7% | -4.9% |
| 3M | -2.4% | -0.3% | -2.1% | -2.2% |
| 6M | -6.6% | +0.1% | -6.8% | -6.9% |
| YTD | -2.2% | +13.6% | -15.8% | -16.8% |
| 1Y | -8.0% | +17.2% | -25.2% | -24.8% |
| 3Y | -5.0% | +68.2% | -73.2% | -51.5% |
| All | -0.9% | +81.3% | -82.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling