+20.6%
BAC vs XLE
+162.7%
-142.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.8% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -7.2% | -4.0% | -3.2% | -6.0% |
| 3M | -20.4% | +4.6% | -25.0% | -22.3% |
| 6M | +1.3% | +12.3% | -11.0% | -4.5% |
| YTD | -6.4% | +44.5% | -50.9% | -22.6% |
| 1Y | -3.5% | +42.4% | -45.9% | -19.7% |
| 3Y | +96.7% | +67.0% | +29.7% | +51.2% |
| 5Y | +20.6% | +161.9% | -141.3% | -31.0% |
| All | +20.6% | +162.7% | -142.1% | -31.0% |
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