+95.9%
BAC vs XLI
+72.7%
+23.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | +1.5% | +4.3% | -2.8% | -2.1% |
| 30D | -6.4% | +0.5% | -6.9% | -6.9% |
| 3M | -21.7% | -8.6% | -13.1% | -15.6% |
| 6M | +0.5% | -2.3% | +2.8% | +1.7% |
| YTD | -6.7% | +10.1% | -16.8% | -16.5% |
| 1Y | -4.7% | +11.0% | -15.7% | -15.4% |
| All | +95.9% | +72.7% | +23.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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