+53.5%
ALAB vs XME
-2.0%
+55.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -0.7% |
| 7D | +16.3% | +0.3% | +16.0% | +16.4% |
| 30D | -26.1% | -6.1% | -20.0% | -18.3% |
| 3M | -31.3% | -18.6% | -12.7% | -11.6% |
| 6M | -1.0% | -23.9% | +22.9% | +35.6% |
| YTD | +33.3% | -9.3% | +42.7% | +52.7% |
| 1Y | +53.5% | +1.8% | +51.8% | +57.2% |
| All | +53.5% | -2.0% | +55.6% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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