+409.5%
XME vs ALLY
+178.4%
+231.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.1% |
| 30D | +3.6% | -3.3% | +6.9% | +5.1% |
| 3M | +1.2% | +0.5% | +0.8% | +0.8% |
| 6M | +9.0% | +12.6% | -3.5% | +2.6% |
| YTD | +15.9% | -4.7% | +20.6% | +17.2% |
| 1Y | +43.2% | +5.2% | +38.0% | +37.8% |
| 3Y | +137.4% | +66.5% | +70.9% | +77.8% |
| 5Y | +185.0% | +0.2% | +184.8% | +157.9% |
| 10Y | +409.5% | +180.8% | +228.7% | +173.3% |
| All | +409.5% | +178.4% | +231.1% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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