+244.1%
XLE vs BAH
+886.2%
-642.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | +11.8% | +2.0% | +9.8% | +11.2% |
| 3M | +9.8% | -7.6% | +17.5% | +11.4% |
| 6M | +15.6% | -5.7% | +21.3% | +16.1% |
| YTD | +45.3% | -11.7% | +57.0% | +47.0% |
| 1Y | +48.3% | -27.4% | +75.7% | +57.0% |
| 3Y | +55.4% | -32.5% | +88.0% | +60.8% |
| 5Y | +216.1% | -3.3% | +219.4% | +189.5% |
| 10Y | +178.4% | +186.0% | -7.6% | +89.0% |
| All | +244.1% | +886.2% | -642.1% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling