+164.7%
XLB vs BAH
+199.5%
-34.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | +5.3% | +20.4% | -15.1% | +0.8% |
| 3M | 0.0% | +11.9% | -11.8% | -2.9% |
| 6M | +1.2% | +17.1% | -15.9% | -3.3% |
| YTD | +16.9% | +5.5% | +11.4% | +13.1% |
| 1Y | +20.9% | +5.6% | +15.3% | +16.7% |
| 3Y | +43.3% | -26.5% | +69.8% | +46.2% |
| 5Y | +28.3% | +6.5% | +21.8% | +13.2% |
| All | +164.7% | +199.5% | -34.8% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling