+285.4%
XME vs ALK
-37.5%
+322.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +2.9% |
| 7D | +0.9% | +8.9% | -8.0% | -2.3% |
| 30D | -7.3% | +5.9% | -13.3% | -9.7% |
| 3M | -14.8% | -16.5% | +1.8% | -9.9% |
| 6M | -18.4% | +2.1% | -20.5% | -20.8% |
| YTD | -4.7% | -17.1% | +12.4% | -1.6% |
| 1Y | +5.7% | -2.9% | +8.6% | +2.6% |
| 3Y | +104.0% | +24.5% | +79.5% | +66.7% |
| 5Y | +122.4% | -29.1% | +151.5% | +121.0% |
| 10Y | +285.4% | -39.1% | +324.5% | +245.4% |
| All | +285.4% | -37.5% | +322.8% | +245.4% |
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