-4.7%
BAC vs XLE
+45.6%
-50.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.2% |
| 7D | +1.5% | +4.4% | -2.9% | +1.8% |
| 30D | -6.4% | -4.3% | -2.1% | -6.7% |
| 3M | -21.7% | +6.0% | -27.7% | -21.4% |
| 6M | +0.5% | +13.2% | -12.7% | +1.3% |
| YTD | -6.7% | +46.7% | -53.4% | -11.2% |
| 1Y | -4.7% | +46.6% | -51.3% | -9.2% |
| All | -4.7% | +45.6% | -50.2% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling