+163.9%
XLE vs BAH
+210.6%
-46.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | -4.4% | +18.2% | -22.6% | -7.9% |
| 3M | +4.0% | +13.1% | -9.1% | +0.9% |
| 6M | +13.2% | +15.2% | -2.0% | +8.8% |
| YTD | +41.9% | +6.0% | +35.9% | +37.6% |
| 1Y | +41.6% | +3.1% | +38.5% | +38.1% |
| 3Y | +64.0% | -26.2% | +90.2% | +66.0% |
| 5Y | +158.1% | +9.3% | +148.8% | +125.0% |
| 10Y | +163.9% | +212.3% | -48.3% | +99.0% |
| All | +163.9% | +210.6% | -46.7% | +99.0% |
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