+18.0%
BAC vs XLE
+150.1%
-132.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -12.0% | +10.8% | +3.9% |
| 30D | -7.7% | -2.7% | -4.9% | -7.0% |
| 3M | -21.2% | +6.6% | -27.7% | -23.7% |
| 6M | -6.8% | +9.5% | -16.4% | -11.3% |
| YTD | -8.7% | +40.6% | -49.3% | -23.6% |
| 1Y | -5.3% | +43.6% | -48.9% | -21.7% |
| 3Y | +87.4% | +58.1% | +29.4% | +47.6% |
| All | +18.0% | +150.1% | -132.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling