+93.0%
XME vs ALHC
+22.7%
+70.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -6.1% | -10.6% | +4.4% | -5.6% |
| 3M | -18.6% | -45.3% | +26.7% | -16.4% |
| 6M | -23.9% | -59.7% | +35.8% | -20.8% |
| YTD | -9.3% | -62.7% | +53.4% | -5.5% |
| 1Y | +1.8% | -56.1% | +57.9% | +4.9% |
| 3Y | +93.0% | +21.3% | +71.7% | +79.9% |
| All | +93.0% | +22.7% | +70.3% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling