+49.9%
XLE vs BAH
+6.2%
+43.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -4.9% |
| 7D | -7.2% | +5.8% | -13.0% | -7.6% |
| 30D | +0.1% | +28.7% | -28.6% | -2.0% |
| 3M | +9.2% | +20.9% | -11.7% | +7.4% |
| 6M | +8.4% | +15.2% | -6.8% | +6.8% |
| YTD | +44.9% | +7.1% | +37.8% | +40.0% |
| 1Y | +49.9% | +6.4% | +43.5% | +46.8% |
| All | +49.9% | +6.2% | +43.7% | +46.8% |
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