-34.1%
BABA vs XME
+2.5%
-36.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.4% |
| 7D | +11.6% | -4.5% | +16.1% | +12.9% |
| 30D | +2.3% | -10.9% | +13.2% | +5.4% |
| 3M | -13.7% | -15.3% | +1.6% | -10.5% |
| 6M | -21.9% | -24.6% | +2.7% | -14.8% |
| YTD | -24.6% | -9.6% | -15.0% | -22.3% |
| 1Y | -34.1% | +2.9% | -37.0% | -32.4% |
| All | -34.1% | +2.5% | -36.6% | -32.4% |
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 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