+365.7%
ALAB vs XME
+115.2%
+250.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -8.1% |
| 7D | +3.2% | +3.6% | -0.4% | -0.8% |
| 30D | -13.6% | +3.6% | -17.2% | -17.4% |
| 3M | -16.6% | +1.2% | -17.8% | -18.1% |
| 6M | +142.3% | +9.0% | +133.3% | +119.5% |
| YTD | +73.6% | +15.9% | +57.7% | +48.7% |
| 1Y | +33.7% | +43.2% | -9.5% | -11.9% |
| All | +365.7% | +115.2% | +250.5% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling