+43.5%
XME vs ALM
+312.4%
-268.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | -0.2% | +3.6% | -3.8% | -1.2% |
| 30D | +1.4% | +33.8% | -32.4% | -5.9% |
| 3M | +2.7% | +14.8% | -12.0% | -2.3% |
| 6M | +6.5% | -7.0% | +13.5% | +4.4% |
| YTD | +15.2% | +108.1% | -92.9% | -4.6% |
| 1Y | +43.5% | +313.8% | -270.3% | +5.7% |
| All | +43.5% | +312.4% | -268.9% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling