-9.3%
ALB vs XME
+101.1%
-110.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -5.1% |
| 7D | +9.5% | +0.9% | +8.5% | +7.7% |
| 30D | -2.1% | -7.3% | +5.2% | +4.1% |
| 3M | -24.1% | -14.8% | -9.4% | -13.2% |
| 6M | -51.0% | -18.4% | -32.6% | -42.1% |
| YTD | -29.3% | -4.7% | -24.7% | -30.0% |
| 1Y | +3.2% | +5.7% | -2.5% | -9.4% |
| 3Y | -9.3% | +104.0% | -113.3% | -67.6% |
| All | -9.3% | +101.1% | -110.4% | -67.6% |
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