+185.0%
XME vs ALM
+1,033.0%
-848.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.1% |
| 7D | +3.6% | +8.4% | -4.8% | +2.6% |
| 30D | +3.6% | +34.8% | -31.2% | 0.0% |
| 3M | +1.2% | +16.2% | -15.0% | -1.3% |
| 6M | +9.0% | +2.1% | +6.9% | +7.1% |
| YTD | +15.9% | +117.0% | -101.1% | +6.8% |
| 1Y | +43.2% | +313.9% | -270.7% | +25.7% |
| 3Y | +137.4% | +2,327.9% | -2,190.6% | +81.2% |
| 5Y | +185.0% | +1,040.6% | -855.6% | +128.3% |
| All | +185.0% | +1,033.0% | -848.0% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling