-16.0%
ACN vs XME
+96.3%
-112.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.4% |
| 7D | -5.7% | +5.3% | -11.1% | -6.0% |
| 30D | +17.0% | -8.2% | +25.2% | +17.6% |
| 3M | +39.9% | -18.4% | +58.3% | +41.7% |
| 6M | +50.2% | -22.8% | +73.0% | +53.9% |
| YTD | -4.2% | -7.9% | +3.7% | -5.7% |
| 1Y | +4.3% | -0.9% | +5.2% | +0.8% |
| All | -16.0% | +96.3% | -112.3% | -33.1% |
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