-26.4%
ALB vs XME
+136.1%
-162.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.5% |
| 7D | -4.4% | +3.6% | -8.0% | -7.6% |
| 30D | -1.2% | +3.6% | -4.8% | -5.1% |
| 3M | -13.3% | +1.2% | -14.5% | -15.1% |
| 6M | -19.8% | +9.0% | -28.8% | -28.6% |
| YTD | -7.9% | +15.9% | -23.9% | -23.5% |
| 1Y | +60.2% | +43.2% | +17.0% | +4.6% |
| 3Y | -26.4% | +137.4% | -163.8% | -75.3% |
| All | -26.4% | +136.1% | -162.6% | -75.3% |
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