+216.2%
XME vs ABCL
-79.5%
+295.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.7% |
| 7D | +0.9% | +12.4% | -11.5% | -0.8% |
| 30D | -7.3% | -0.4% | -6.9% | -7.5% |
| 3M | -14.8% | +80.4% | -95.1% | -23.0% |
| 6M | -18.4% | +138.5% | -156.9% | -30.1% |
| YTD | -4.7% | +265.5% | -270.2% | -23.9% |
| 1Y | +5.7% | +219.7% | -214.0% | -14.2% |
| 3Y | +104.0% | +209.4% | -105.4% | +58.0% |
| 5Y | +122.4% | -15.0% | +137.4% | +90.4% |
| All | +216.2% | -79.5% | +295.7% | +195.0% |
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