+23.4%
BA vs XME
+266.4%
-243.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | -0.6% | +5.3% | -5.9% | -4.0% |
| 30D | -8.0% | -8.2% | +0.2% | -3.8% |
| 3M | -25.8% | -18.4% | -7.4% | -17.0% |
| 6M | -27.6% | -22.8% | -4.7% | -16.9% |
| YTD | -21.0% | -7.9% | -13.1% | -20.9% |
| 1Y | -12.3% | -0.9% | -11.4% | -16.8% |
| 3Y | -12.8% | +96.0% | -108.7% | -50.8% |
| 5Y | -22.4% | +110.3% | -132.7% | -60.9% |
| All | +23.4% | +266.4% | -243.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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