-41.9%
ACN vs XME
+136.1%
-178.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.2% |
| 7D | -4.8% | +3.6% | -8.4% | -5.2% |
| 30D | +1.9% | +3.6% | -1.8% | +1.5% |
| 3M | +3.9% | +1.2% | +2.7% | +4.2% |
| 6M | -15.0% | +9.0% | -24.1% | -16.2% |
| YTD | -31.9% | +15.9% | -47.8% | -34.2% |
| 1Y | -28.5% | +43.2% | -71.7% | -35.0% |
| 3Y | -41.9% | +137.4% | -179.3% | -55.5% |
| All | -41.9% | +136.1% | -178.0% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling