+166.3%
XME vs ALK
+345.8%
-179.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.2% |
| 7D | -4.5% | +9.0% | -13.5% | -7.2% |
| 30D | -10.9% | -1.6% | -9.2% | -10.8% |
| 3M | -15.3% | -23.2% | +7.9% | -8.8% |
| 6M | -24.6% | -3.9% | -20.7% | -25.1% |
| YTD | -9.6% | -22.6% | +13.0% | -5.1% |
| 1Y | +2.9% | -5.3% | +8.2% | +1.3% |
| 3Y | +86.9% | +18.6% | +68.3% | +62.9% |
| 5Y | +115.2% | -34.4% | +149.6% | +121.4% |
| 10Y | +305.7% | -40.8% | +346.5% | +293.8% |
| All | +166.3% | +345.8% | -179.6% | +33.5% |
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