+327.3%
XME vs ALC
+24.0%
+303.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.8% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | -7.7% | +5.9% | -13.6% | -10.5% |
| 6M | +1.0% | -15.9% | +16.9% | +7.8% |
| YTD | +14.6% | -10.1% | +24.7% | +18.3% |
| 1Y | +46.0% | -10.2% | +56.2% | +50.1% |
| 3Y | +127.0% | -13.6% | +140.6% | +131.8% |
| 5Y | +175.8% | -15.1% | +190.9% | +177.2% |
| All | +327.3% | +24.0% | +303.3% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling