+124.8%
AAPL vs XME
+167.8%
-43.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +4.7% |
| 7D | -0.5% | -3.0% | +2.5% | +0.4% |
| 30D | +7.1% | -2.6% | +9.7% | +7.6% |
| 3M | +12.1% | +2.2% | +9.9% | +10.5% |
| 6M | +25.4% | +0.7% | +24.7% | +23.5% |
| YTD | +20.5% | +10.9% | +9.5% | +13.5% |
| 1Y | +44.5% | +35.7% | +8.8% | +25.0% |
| 3Y | +85.8% | +127.1% | -41.4% | +28.0% |
| 5Y | +124.8% | +168.5% | -43.7% | +48.2% |
| All | +124.8% | +167.8% | -43.1% | +48.2% |
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 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