+491.8%
XEL vs BAH
+1,076.0%
-584.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | +8.3% | +20.8% | -12.5% | +4.8% |
| 3M | +4.2% | +11.6% | -7.4% | +2.0% |
| 6M | +3.7% | +23.1% | -19.4% | -0.6% |
| YTD | +13.1% | +5.3% | +7.8% | +10.3% |
| 1Y | +5.0% | +6.1% | -1.1% | +2.1% |
| 3Y | +55.0% | -27.5% | +82.4% | +57.5% |
| 5Y | +51.8% | +6.2% | +45.6% | +40.2% |
| 10Y | +185.6% | +202.2% | -16.6% | +124.3% |
| All | +491.8% | +1,076.0% | -584.2% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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