+280.2%
XME vs ABCL
-81.3%
+361.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | +6.0% | +93.1% | -87.1% | -4.8% |
| 3M | -7.7% | +79.4% | -87.2% | -16.8% |
| 6M | +1.0% | +214.9% | -213.9% | -16.7% |
| YTD | +14.6% | +234.2% | -219.6% | -6.8% |
| 1Y | +46.0% | +174.8% | -128.8% | +21.0% |
| 3Y | +127.0% | +104.5% | +22.5% | +85.5% |
| 5Y | +175.8% | -39.0% | +214.8% | +143.1% |
| All | +280.2% | -81.3% | +361.4% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling