+185.0%
XME vs ALC
-15.6%
+200.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | +3.6% | -3.7% | +7.3% | +5.0% |
| 30D | +3.6% | -3.7% | +7.4% | +5.0% |
| 3M | +1.2% | +4.6% | -3.3% | -0.9% |
| 6M | +9.0% | -14.6% | +23.6% | +14.9% |
| YTD | +15.9% | -11.9% | +27.8% | +20.3% |
| 1Y | +43.2% | -13.1% | +56.3% | +49.0% |
| 3Y | +137.4% | -15.0% | +152.4% | +143.6% |
| 5Y | +185.0% | -16.2% | +201.2% | +179.3% |
| All | +185.0% | -15.6% | +200.7% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling