+170.7%
XLE vs BAH
+182.5%
-11.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | 0.0% | -4.3% | +4.3% | +0.9% |
| 30D | +12.6% | -4.5% | +17.1% | +13.7% |
| 3M | +11.8% | -7.6% | +19.4% | +13.3% |
| 6M | +16.1% | -10.6% | +26.7% | +18.0% |
| YTD | +46.9% | -12.6% | +59.4% | +48.8% |
| 1Y | +53.3% | -27.0% | +80.2% | +61.6% |
| 3Y | +54.9% | -31.5% | +86.4% | +57.5% |
| 5Y | +225.7% | -3.8% | +229.5% | +190.4% |
| 10Y | +170.7% | +183.9% | -13.3% | +94.9% |
| All | +170.7% | +182.5% | -11.9% | +94.9% |
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 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