+227.3%
XLI vs BAH
+199.5%
+27.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.3% | -2.6% | +6.9% | +4.9% |
| 30D | +0.5% | +20.4% | -19.9% | -4.3% |
| 3M | -8.6% | +11.9% | -20.5% | -11.6% |
| 6M | -2.3% | +17.1% | -19.4% | -7.3% |
| YTD | +10.1% | +5.5% | +4.6% | +6.1% |
| 1Y | +11.0% | +5.6% | +5.4% | +6.7% |
| 3Y | +72.3% | -26.5% | +98.8% | +76.3% |
| 5Y | +70.8% | +6.5% | +64.4% | +48.3% |
| All | +227.3% | +199.5% | +27.8% | +108.6% |
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 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