-22.8%
XME vs ALK
+0.8%
-23.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.8% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | -8.2% | +3.3% | -11.5% | -8.7% |
| 3M | -18.4% | -17.6% | -0.8% | -14.1% |
| 6M | -22.8% | +0.8% | -23.7% | -25.2% |
| All | -22.8% | +0.8% | -23.6% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling