+109.3%
XME vs ALLY
-9.5%
+118.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.0% |
| 7D | -4.5% | +0.9% | -5.4% | -4.9% |
| 30D | -10.9% | +3.1% | -14.0% | -12.0% |
| 3M | -15.3% | -12.6% | -2.7% | -10.8% |
| 6M | -24.6% | -12.4% | -12.2% | -21.0% |
| YTD | -9.6% | -13.2% | +3.5% | -5.4% |
| 1Y | +2.9% | +1.8% | +1.1% | +1.2% |
| 3Y | +86.9% | +58.0% | +28.9% | +49.8% |
| All | +109.3% | -9.5% | +118.8% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling