+104.0%
XME vs ALM
+907.8%
-803.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +4.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -7.3% | -26.1% | +18.8% | -3.4% |
| 3M | -14.8% | -38.1% | +23.3% | -9.3% |
| 6M | -18.4% | -55.4% | +37.0% | -10.2% |
| YTD | -4.7% | -0.4% | -4.3% | -3.7% |
| 1Y | +5.7% | +25.4% | -19.7% | +4.2% |
| 3Y | +104.0% | +907.8% | -803.8% | +77.0% |
| All | +104.0% | +907.8% | -803.8% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling