-70.2%
AAOX vs XME
+11.9%
-82.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.7% | -4.8% | +4.3% |
| 7D | +5.4% | -3.0% | +8.5% | +17.9% |
| 30D | -47.7% | -2.6% | -45.2% | -41.9% |
| 3M | -78.6% | +2.2% | -80.8% | -78.4% |
| All | -70.2% | +11.9% | -82.1% | -70.0% |
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 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 · Available span rolling