-95.0%
AAOX vs XME
-8.6%
-86.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -5.0% |
| 7D | -3.4% | +0.3% | -3.7% | -2.7% |
| 30D | -72.8% | -6.1% | -66.7% | -59.1% |
| 3M | -90.7% | -18.6% | -72.1% | -75.8% |
| 6M | -98.2% | -23.9% | -74.3% | -92.9% |
| All | -95.0% | -8.6% | -86.4% | -87.3% |
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