+46.0%
XME vs ALC
-10.2%
+56.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | -0.1% | -2.1% | +2.0% | +0.1% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | -7.7% | +5.9% | -13.6% | -8.1% |
| 6M | +1.0% | -15.9% | +16.9% | +4.8% |
| YTD | +14.6% | -10.1% | +24.7% | +17.7% |
| 1Y | +46.0% | -10.2% | +56.2% | +50.0% |
| All | +46.0% | -10.2% | +56.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling