+48.3%
XLE vs BAH
-28.2%
+76.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.5% |
| 30D | +11.8% | +2.0% | +9.8% | +11.6% |
| 3M | +9.8% | -7.6% | +17.5% | +10.4% |
| 6M | +15.6% | -5.7% | +21.3% | +15.9% |
| YTD | +45.3% | -11.7% | +57.0% | +44.5% |
| 1Y | +48.3% | -27.4% | +75.7% | +51.4% |
| All | +48.3% | -28.2% | +76.5% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling