-42.5%
ALB vs XME
+179.6%
-222.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.6% |
| 7D | -4.4% | +3.6% | -8.0% | -7.3% |
| 30D | -1.2% | +3.6% | -4.8% | -4.7% |
| 3M | -13.3% | +1.2% | -14.5% | -15.0% |
| 6M | -19.8% | +9.0% | -28.8% | -27.4% |
| YTD | -7.9% | +15.9% | -23.9% | -21.0% |
| 1Y | +60.2% | +43.2% | +17.0% | +13.6% |
| 3Y | -26.4% | +137.4% | -163.8% | -66.0% |
| 5Y | -42.5% | +185.0% | -227.6% | -76.7% |
| All | -42.5% | +179.6% | -222.2% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling