-13.5%
AA vs XME
+242.3%
-255.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.8% |
| 30D | +5.0% | +6.0% | -1.0% | -1.0% |
| 3M | -35.8% | -7.7% | -28.1% | -30.4% |
| 6M | -18.4% | +1.0% | -19.3% | -19.7% |
| YTD | -5.5% | +14.6% | -20.1% | -18.1% |
| 1Y | +61.0% | +46.0% | +15.0% | +9.7% |
| 3Y | +66.2% | +127.0% | -60.8% | -23.1% |
| 5Y | +11.4% | +175.8% | -164.4% | -53.4% |
| 10Y | +116.9% | +414.6% | -297.8% | -40.8% |
| All | -13.5% | +242.3% | -255.8% | -70.4% |
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