+1,610.5%
ALNY vs XME
+231.2%
+1,379.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -2.6% |
| 7D | -6.4% | -3.0% | -3.4% | -5.3% |
| 30D | +11.9% | -2.6% | +14.5% | +13.0% |
| 3M | -15.0% | +2.2% | -17.2% | -16.8% |
| 6M | -23.2% | +0.7% | -23.9% | -25.1% |
| YTD | -37.8% | +10.9% | -48.7% | -42.1% |
| 1Y | -47.3% | +35.7% | -83.0% | -55.1% |
| 3Y | +22.9% | +127.1% | -104.2% | -17.6% |
| 5Y | +30.6% | +168.5% | -137.9% | -21.4% |
| 10Y | +254.6% | +416.9% | -162.3% | +45.4% |
| All | +1,610.5% | +231.2% | +1,379.3% | +474.5% |
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