+213.3%
XME vs ALHC
-31.6%
+244.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | +1.4% | -5.4% | +6.8% | +1.9% |
| 3M | +2.7% | -32.1% | +34.9% | +5.7% |
| 6M | +6.5% | -28.5% | +35.0% | +8.2% |
| YTD | +15.2% | -34.0% | +49.2% | +17.8% |
| 1Y | +43.5% | -20.9% | +64.4% | +43.9% |
| 3Y | +135.9% | +151.5% | -15.7% | +97.6% |
| 5Y | +181.5% | -28.8% | +210.3% | +154.1% |
| All | +213.3% | -31.6% | +244.9% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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