-22.1%
BA vs XME
+110.8%
-132.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -1.1% |
| 7D | +1.1% | -4.5% | +5.5% | +3.2% |
| 30D | -7.9% | -10.9% | +2.9% | -3.2% |
| 3M | -25.3% | -15.3% | -10.1% | -20.0% |
| 6M | -24.6% | -24.6% | 0.0% | -15.0% |
| YTD | -20.1% | -9.6% | -10.5% | -19.1% |
| 1Y | -11.8% | +2.9% | -14.7% | -17.0% |
| 3Y | -10.1% | +86.9% | -97.0% | -41.6% |
| All | -22.1% | +110.8% | -132.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling