+80.9%
XLI vs BAH
-3.7%
+84.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -1.3% | +0.8% | -0.4% |
| 30D | -6.9% | -6.6% | -0.3% | -6.0% |
| 3M | -1.9% | -7.2% | +5.2% | -0.9% |
| 6M | +1.0% | -10.0% | +11.0% | +2.2% |
| YTD | +11.3% | -12.5% | +23.8% | +12.4% |
| 1Y | +15.8% | -27.9% | +43.7% | +21.3% |
| 3Y | +69.8% | -31.4% | +101.2% | +70.3% |
| 5Y | +80.9% | -3.2% | +84.1% | +61.0% |
| All | +80.9% | -3.7% | +84.6% | +61.0% |
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