-65.6%
XE vs ALK
-4.2%
-61.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +8.8% | -17.2% | -10.5% |
| 7D | -12.9% | +12.4% | -25.3% | -16.1% |
| 30D | -30.3% | +2.1% | -32.3% | -30.4% |
| 3M | -45.9% | -23.9% | -22.0% | -41.0% |
| 6M | -66.2% | +8.2% | -74.5% | -67.0% |
| All | -65.6% | -4.2% | -61.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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