+233.0%
BAC vs XLE
+170.5%
+62.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.2% |
| 7D | -1.9% | -0.2% | -1.6% | -1.7% |
| 30D | -7.2% | -4.0% | -3.2% | -5.3% |
| 3M | -20.4% | +4.6% | -25.0% | -23.2% |
| 6M | +1.3% | +12.3% | -11.0% | -7.2% |
| YTD | -6.4% | +44.5% | -50.9% | -28.2% |
| 1Y | -3.5% | +42.4% | -45.9% | -25.4% |
| 3Y | +96.7% | +67.0% | +29.7% | +35.3% |
| 5Y | +20.6% | +161.9% | -141.3% | -43.0% |
| 10Y | +233.0% | +173.9% | +59.2% | +32.7% |
| All | +233.0% | +170.5% | +62.6% | +32.7% |
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