+403.8%
XME vs ALK
-36.6%
+440.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | +6.0% | -19.2% | +25.2% | +14.1% |
| 3M | -7.7% | -1.5% | -6.2% | -8.4% |
| 6M | +1.0% | -13.1% | +14.0% | +3.6% |
| YTD | +14.6% | -16.4% | +31.1% | +18.7% |
| 1Y | +46.0% | -33.1% | +79.0% | +62.7% |
| 3Y | +127.0% | +0.6% | +126.4% | +103.1% |
| 5Y | +175.8% | -26.4% | +202.2% | +170.7% |
| All | +403.8% | -36.6% | +440.4% | +343.2% |
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