+40.6%
ALB vs XME
+266.4%
-225.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | +0.4% |
| 7D | -3.6% | +5.3% | -8.9% | -7.6% |
| 30D | -2.9% | -8.2% | +5.3% | +3.0% |
| 3M | -25.8% | -18.4% | -7.5% | -14.0% |
| 6M | -53.6% | -22.8% | -30.7% | -44.2% |
| YTD | -32.4% | -7.9% | -24.5% | -29.5% |
| 1Y | -13.0% | -0.9% | -12.2% | -14.9% |
| 3Y | -15.0% | +96.0% | -111.0% | -49.4% |
| 5Y | -63.5% | +110.3% | -173.8% | -79.5% |
| All | +40.6% | +266.4% | -225.8% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling