+263.2%
BAC vs XLE
+169.9%
+93.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -12.0% | +10.8% | +6.6% |
| 30D | -7.7% | -2.7% | -4.9% | -6.6% |
| 3M | -21.2% | +6.6% | -27.7% | -24.9% |
| 6M | -6.8% | +9.5% | -16.4% | -13.4% |
| YTD | -8.7% | +40.6% | -49.3% | -28.7% |
| 1Y | -5.3% | +43.6% | -48.9% | -27.3% |
| 3Y | +87.4% | +58.1% | +29.4% | +33.5% |
| 5Y | +18.9% | +152.2% | -133.3% | -42.4% |
| All | +263.2% | +169.9% | +93.3% | +47.8% |
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