+12.3%
XLI vs BAH
+5.1%
+7.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +3.8% | +1.7% | +2.0% | +3.7% |
| 30D | +1.0% | +20.8% | -19.7% | +0.8% |
| 3M | -8.9% | +11.6% | -20.5% | -9.0% |
| 6M | -2.3% | +23.1% | -25.4% | -2.3% |
| YTD | +9.7% | +5.3% | +4.4% | +8.6% |
| 1Y | +12.3% | +6.1% | +6.2% | +10.3% |
| All | +12.3% | +5.1% | +7.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling