+132.3%
AA vs XME
+412.4%
-280.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.3% |
| 30D | -1.6% | +1.4% | -3.0% | -3.5% |
| 3M | -29.8% | +2.7% | -32.5% | -32.4% |
| 6M | -16.6% | +6.5% | -23.1% | -24.5% |
| YTD | -4.0% | +15.2% | -19.2% | -22.0% |
| 1Y | +63.5% | +43.5% | +20.0% | -0.7% |
| 3Y | +86.8% | +135.9% | -49.1% | -38.3% |
| 5Y | +12.4% | +181.5% | -169.1% | -68.2% |
| 10Y | +132.3% | +436.9% | -304.5% | -63.5% |
| All | +132.3% | +412.4% | -280.1% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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