+332.1%
XME vs ALC
+21.6%
+310.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | +3.6% | -3.7% | +7.3% | +5.2% |
| 30D | +3.6% | -3.7% | +7.4% | +5.2% |
| 3M | +1.2% | +4.6% | -3.3% | -1.3% |
| 6M | +9.0% | -14.6% | +23.6% | +15.4% |
| YTD | +15.9% | -11.9% | +27.8% | +20.6% |
| 1Y | +43.2% | -13.1% | +56.3% | +49.4% |
| 3Y | +137.4% | -15.0% | +152.4% | +144.0% |
| 5Y | +185.0% | -16.2% | +201.2% | +187.7% |
| All | +332.1% | +21.6% | +310.5% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling