+618.5%
XLI vs BAH
+886.2%
-267.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.1% | -3.2% | +2.2% | -0.2% |
| 30D | -5.9% | +2.0% | -8.0% | -6.6% |
| 3M | -0.3% | -7.6% | +7.4% | +1.2% |
| 6M | +0.1% | -5.7% | +5.8% | +0.4% |
| YTD | +13.6% | -11.7% | +25.3% | +14.9% |
| 1Y | +17.2% | -27.4% | +44.6% | +24.6% |
| 3Y | +68.2% | -32.5% | +100.7% | +75.6% |
| 5Y | +80.7% | -3.3% | +84.1% | +65.6% |
| 10Y | +253.3% | +186.0% | +67.3% | +136.9% |
| All | +618.5% | +886.2% | -267.7% | +223.4% |
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