+135.1%
BAC vs XLE
+54.6%
+80.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.1% | +2.2% | -1.1% | +0.2% |
| 30D | -0.4% | +11.8% | -12.2% | -5.0% |
| 3M | +16.9% | +9.8% | +7.1% | +12.1% |
| 6M | +26.6% | +15.6% | +11.0% | +17.2% |
| YTD | +15.8% | +45.3% | -29.5% | -6.3% |
| 1Y | +27.2% | +48.3% | -21.1% | +1.2% |
| All | +135.1% | +54.6% | +80.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling