+325.8%
BAC vs XLI
+1,121.5%
-795.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | +1.1% | -1.1% | +2.1% | +2.4% |
| 30D | -0.4% | -5.9% | +5.6% | +7.3% |
| 3M | +16.9% | -0.3% | +17.2% | +16.2% |
| 6M | +26.6% | +0.1% | +26.5% | +24.5% |
| YTD | +15.8% | +13.6% | +2.2% | -2.9% |
| 1Y | +27.2% | +17.2% | +10.0% | +2.2% |
| 3Y | +132.4% | +68.2% | +64.2% | +18.3% |
| 5Y | +72.6% | +80.7% | -8.1% | -20.1% |
| 10Y | +389.7% | +253.3% | +136.5% | -2.2% |
| All | +325.8% | +1,121.5% | -795.7% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling