-29.8%
AA vs XME
+175.1%
-204.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.6% |
| 7D | +5.3% | +5.3% | -0.1% | 0.0% |
| 30D | -2.3% | -8.2% | +5.9% | +6.3% |
| 3M | -20.8% | -18.4% | -2.4% | -3.4% |
| 6M | -39.8% | -22.8% | -17.0% | -22.2% |
| YTD | -23.3% | -7.9% | -15.4% | -17.5% |
| 1Y | +1.8% | -0.9% | +2.7% | +2.1% |
| 3Y | +69.5% | +96.0% | -26.4% | -9.8% |
| 5Y | -18.0% | +110.3% | -128.3% | -55.6% |
| 10Y | +45.7% | +272.8% | -227.2% | -46.0% |
| All | -29.8% | +175.1% | -204.8% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling