+277.9%
XME vs ALK
-39.7%
+317.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.2% | +12.9% | -13.1% | -4.6% |
| 30D | -9.2% | +5.5% | -14.7% | -11.4% |
| 3M | -17.8% | -12.1% | -5.7% | -14.6% |
| 6M | -20.0% | +1.7% | -21.7% | -22.3% |
| YTD | -6.6% | -17.4% | +10.8% | -3.5% |
| 1Y | +1.8% | -1.9% | +3.7% | -1.6% |
| 3Y | +98.7% | +21.2% | +77.5% | +64.1% |
| 5Y | +123.9% | -27.8% | +151.7% | +120.8% |
| 10Y | +277.9% | -41.0% | +318.9% | +240.7% |
| All | +277.9% | -39.7% | +317.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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