+33.9%
ALNY vs XME
+162.6%
-128.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -6.5% | -4.2% | -2.3% | -5.5% |
| 30D | +11.0% | -2.7% | +13.7% | +11.8% |
| 3M | -14.1% | -3.9% | -10.1% | -13.4% |
| 6M | -22.4% | -1.0% | -21.4% | -23.1% |
| YTD | -37.5% | +9.8% | -47.3% | -40.3% |
| 1Y | -46.9% | +32.5% | -79.5% | -52.4% |
| 3Y | +22.1% | +124.3% | -102.3% | -9.8% |
| All | +33.9% | +162.6% | -128.7% | -3.4% |
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