+402.6%
XME vs ALM
+2,589.2%
-2,186.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.5% |
| 7D | -4.2% | -11.8% | +7.6% | -3.4% |
| 30D | -2.7% | +7.8% | -10.5% | -3.3% |
| 3M | -3.9% | -9.3% | +5.3% | -3.7% |
| 6M | -1.0% | -30.5% | +29.5% | +0.3% |
| YTD | +9.8% | +75.8% | -66.0% | +6.0% |
| 1Y | +32.5% | +241.2% | -208.6% | +23.9% |
| 3Y | +124.3% | +1,872.6% | -1,748.3% | +92.7% |
| 5Y | +165.8% | +849.6% | -683.8% | +131.9% |
| All | +402.6% | +2,589.2% | -2,186.6% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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