+209.8%
XME vs ABCL
-79.6%
+289.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -9.2% | -0.7% | -8.5% | -9.3% |
| 3M | -17.8% | +33.4% | -51.2% | -21.8% |
| 6M | -20.0% | +137.8% | -157.8% | -31.5% |
| YTD | -6.6% | +264.3% | -270.9% | -25.4% |
| 1Y | +1.8% | +209.2% | -207.4% | -17.0% |
| 3Y | +98.7% | +208.4% | -109.7% | +54.0% |
| 5Y | +123.9% | -11.9% | +135.8% | +91.3% |
| All | +209.8% | -79.6% | +289.4% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling