+8.6%
XLRE vs BAH
+1.2%
+7.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.5% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | -2.3% | -2.9% | +0.6% | -2.0% |
| 3M | -3.5% | -1.3% | -2.1% | -3.6% |
| 6M | +1.9% | -0.9% | +2.8% | +1.4% |
| YTD | +8.3% | -8.2% | +16.6% | +8.5% |
| 1Y | +6.4% | -24.0% | +30.4% | +9.7% |
| 3Y | +30.2% | -28.1% | +58.3% | +29.3% |
| 5Y | +8.6% | +2.5% | +6.1% | -2.0% |
| All | +8.6% | +1.2% | +7.4% | -2.0% |
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