+109.3%
XME vs ABCL
-21.8%
+131.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.4% | +2.2% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | -10.9% | -7.4% | -3.5% | -10.0% |
| 3M | -15.3% | +81.9% | -97.2% | -25.0% |
| 6M | -24.6% | +135.7% | -160.3% | -37.3% |
| YTD | -9.6% | +247.4% | -257.0% | -30.5% |
| 1Y | +2.9% | +162.3% | -159.3% | -17.5% |
| 3Y | +86.9% | +165.5% | -78.6% | +40.5% |
| All | +109.3% | -21.8% | +131.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling