-62.0%
ALNY vs XME
+5.2%
-67.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -30.7% | -5.5% | -25.2% | -30.2% |
| 30D | -26.7% | -11.1% | -15.6% | -25.8% |
| 3M | -26.4% | -11.1% | -15.3% | -25.2% |
| 6M | -45.9% | -18.0% | -27.9% | -44.2% |
| YTD | -59.5% | -7.4% | -52.1% | -60.2% |
| 1Y | -62.0% | +6.7% | -68.6% | -63.8% |
| All | -62.0% | +5.2% | -67.2% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling