+84.0%
AA vs XME
+133.5%
-49.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.8% |
| 30D | +5.0% | +6.0% | -1.0% | -2.1% |
| 3M | -35.8% | -7.7% | -28.1% | -29.5% |
| 6M | -18.4% | +1.0% | -19.3% | -20.3% |
| YTD | -5.5% | +14.6% | -20.1% | -22.2% |
| 1Y | +61.0% | +46.0% | +15.0% | -4.8% |
| All | +84.0% | +133.5% | -49.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling