+593.5%
XLI vs BAH
+1,084.3%
-490.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -0.3% | +18.2% | -18.5% | -4.6% |
| 3M | -8.4% | +13.1% | -21.4% | -11.6% |
| 6M | -2.1% | +15.2% | -17.3% | -6.7% |
| YTD | +9.6% | +6.0% | +3.6% | +5.4% |
| 1Y | +10.7% | +3.1% | +7.6% | +7.0% |
| 3Y | +71.6% | -26.2% | +97.8% | +75.7% |
| 5Y | +70.8% | +9.3% | +61.4% | +51.9% |
| 10Y | +228.0% | +212.3% | +15.7% | +114.4% |
| All | +593.5% | +1,084.3% | -490.7% | +196.8% |
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