+226.1%
XLI vs BAH
+198.8%
+27.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.8% | +1.7% | +2.0% | +3.3% |
| 30D | +1.0% | +20.8% | -19.7% | -3.8% |
| 3M | -8.9% | +11.6% | -20.5% | -11.8% |
| 6M | -2.3% | +23.1% | -25.4% | -8.5% |
| YTD | +9.7% | +5.3% | +4.4% | +5.7% |
| 1Y | +12.3% | +6.1% | +6.2% | +7.7% |
| 3Y | +71.5% | -27.5% | +99.0% | +76.3% |
| 5Y | +70.2% | +6.2% | +64.0% | +47.8% |
| All | +226.1% | +198.8% | +27.3% | +107.9% |
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