+476.7%
ALB vs XME
+184.7%
+292.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -3.6% |
| 7D | +9.5% | +0.9% | +8.5% | +8.2% |
| 30D | -2.1% | -7.3% | +5.2% | +2.1% |
| 3M | -24.1% | -14.8% | -9.4% | -16.6% |
| 6M | -51.0% | -18.4% | -32.6% | -44.9% |
| YTD | -29.3% | -4.7% | -24.7% | -28.0% |
| 1Y | +3.2% | +5.7% | -2.5% | -1.8% |
| 3Y | -9.3% | +104.0% | -113.3% | -41.1% |
| 5Y | -61.6% | +122.4% | -184.0% | -76.3% |
| 10Y | +40.8% | +285.4% | -244.6% | -39.6% |
| All | +476.7% | +184.7% | +292.0% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling