+171.4%
XME vs ALK
+347.1%
-175.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.5% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | -8.2% | +3.3% | -11.5% | -9.5% |
| 3M | -18.4% | -17.6% | -0.8% | -14.0% |
| 6M | -22.8% | +0.8% | -23.7% | -24.4% |
| YTD | -7.9% | -22.4% | +14.5% | -3.3% |
| 1Y | -0.9% | -10.1% | +9.2% | -0.8% |
| 3Y | +96.0% | +14.0% | +82.0% | +73.0% |
| 5Y | +110.3% | -29.8% | +140.2% | +112.0% |
| 10Y | +272.8% | -44.8% | +317.6% | +268.6% |
| All | +171.4% | +347.1% | -175.7% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling