-64.3%
XE vs ALK
-6.7%
-57.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +0.6% | +15.3% | +15.7% |
| 7D | -4.6% | +9.0% | -13.6% | -7.3% |
| 30D | -27.5% | -1.6% | -25.9% | -26.9% |
| 3M | -49.9% | -23.2% | -26.7% | -45.4% |
| 6M | -67.2% | -3.9% | -63.3% | -66.7% |
| All | -64.3% | -6.7% | -57.6% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling