+181.5%
XME vs ABCL
-39.4%
+220.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | +1.4% | +18.3% | -16.9% | -1.7% |
| 3M | +2.7% | +108.5% | -105.8% | -11.0% |
| 6M | +6.5% | +213.9% | -207.4% | -14.6% |
| YTD | +15.2% | +223.1% | -207.9% | -8.6% |
| 1Y | +43.5% | +160.6% | -117.1% | +16.7% |
| 3Y | +135.9% | +104.3% | +31.6% | +87.6% |
| 5Y | +181.5% | -40.0% | +221.5% | +138.5% |
| All | +181.5% | -39.4% | +220.9% | +138.5% |
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