+167.2%
XLE vs BAH
+220.7%
-53.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.9% |
| 7D | -12.0% | -3.5% | -8.4% | -11.4% |
| 30D | -2.7% | +24.3% | -27.0% | -7.3% |
| 3M | +6.6% | +16.3% | -9.7% | +2.8% |
| 6M | +9.5% | +13.6% | -4.1% | +5.6% |
| YTD | +40.6% | +3.5% | +37.1% | +37.0% |
| 1Y | +43.6% | +2.7% | +40.9% | +40.0% |
| 3Y | +58.1% | -26.6% | +84.7% | +59.8% |
| 5Y | +152.2% | +8.5% | +143.7% | +119.7% |
| All | +167.2% | +220.7% | -53.5% | +99.7% |
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