+19.1%
AA vs XME
+179.6%
-160.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.1% |
| 7D | +1.7% | +3.6% | -2.0% | -2.9% |
| 30D | +3.3% | +3.6% | -0.3% | -1.4% |
| 3M | -29.4% | +1.2% | -30.6% | -30.7% |
| 6M | -12.8% | +9.0% | -21.9% | -23.3% |
| YTD | -2.1% | +15.9% | -18.1% | -21.4% |
| 1Y | +62.8% | +43.2% | +19.6% | -2.3% |
| 3Y | +90.5% | +137.4% | -46.9% | -40.8% |
| 5Y | +19.1% | +185.0% | -166.0% | -68.3% |
| All | +19.1% | +179.6% | -160.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling