+86.8%
ACN vs XME
+426.6%
-339.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.4% |
| 7D | -7.9% | -3.0% | -4.8% | -7.0% |
| 30D | -1.1% | -2.6% | +1.5% | -0.4% |
| 3M | +5.6% | +2.2% | +3.4% | +4.1% |
| 6M | -9.9% | +0.7% | -10.6% | -11.8% |
| YTD | -32.3% | +10.9% | -43.2% | -36.6% |
| 1Y | -25.3% | +35.7% | -61.0% | -35.6% |
| 3Y | -42.3% | +127.1% | -169.4% | -60.1% |
| 5Y | -43.5% | +168.5% | -211.9% | -64.3% |
| All | +86.8% | +426.6% | -339.8% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling