+251.7%
XME vs ALLY
+124.8%
+126.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | +3.7% | -3.8% | -1.8% |
| 30D | +6.0% | -2.3% | +8.2% | +7.1% |
| 3M | -7.7% | +3.8% | -11.6% | -9.5% |
| 6M | +1.0% | +9.7% | -8.8% | -3.9% |
| YTD | +14.6% | -1.4% | +16.0% | +14.2% |
| 1Y | +46.0% | +8.2% | +37.7% | +38.6% |
| 3Y | +127.0% | +66.5% | +60.5% | +69.1% |
| 5Y | +175.8% | +1.2% | +174.6% | +147.6% |
| 10Y | +414.6% | +191.4% | +223.2% | +149.0% |
| All | +251.7% | +124.8% | +126.9% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling