+237.7%
BAC vs XLE
+165.3%
+72.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | -6.7% | +8.8% | +6.3% |
| 30D | -6.7% | -4.4% | -2.3% | -4.6% |
| 3M | -20.2% | +4.0% | -24.2% | -22.7% |
| 6M | -0.2% | +13.2% | -13.4% | -9.1% |
| YTD | -6.4% | +41.9% | -48.3% | -27.3% |
| 1Y | -3.1% | +41.6% | -44.7% | -24.8% |
| 3Y | +96.7% | +64.0% | +32.8% | +36.9% |
| 5Y | +21.3% | +158.1% | -136.8% | -42.1% |
| 10Y | +237.7% | +163.9% | +73.8% | +38.4% |
| All | +237.7% | +165.3% | +72.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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