+217.6%
BAC vs XLE
+181.7%
+35.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | +3.2% | +5.4% | -2.2% | -0.1% |
| 30D | -0.7% | -3.9% | +3.2% | +1.3% |
| 3M | -20.0% | +7.0% | -27.0% | -23.9% |
| 6M | +3.4% | +14.2% | -10.8% | -6.2% |
| YTD | -5.7% | +48.2% | -53.9% | -28.8% |
| 1Y | -1.4% | +47.7% | -49.1% | -25.5% |
| 3Y | +97.9% | +70.0% | +27.9% | +34.7% |
| 5Y | +22.9% | +169.1% | -146.2% | -42.8% |
| All | +217.6% | +181.7% | +35.9% | +24.9% |
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