+166.5%
XLE vs BAH
+7.8%
+158.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -2.6% | +6.9% | +4.7% |
| 30D | -4.3% | +20.4% | -24.6% | -6.7% |
| 3M | +6.0% | +11.9% | -5.8% | +4.2% |
| 6M | +13.2% | +17.1% | -3.9% | +10.3% |
| YTD | +46.7% | +5.5% | +41.2% | +44.0% |
| 1Y | +46.6% | +5.6% | +41.0% | +43.8% |
| 3Y | +69.6% | -26.5% | +96.1% | +68.5% |
| 5Y | +166.5% | +6.5% | +160.1% | +130.6% |
| All | +166.5% | +7.8% | +158.7% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling