+903.3%
ACN vs XME
+242.3%
+661.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +9.4% | +6.0% | +3.4% | +7.4% |
| 3M | +5.6% | -7.7% | +13.4% | +7.3% |
| 6M | -9.3% | +1.0% | -10.2% | -11.1% |
| YTD | -29.0% | +14.6% | -43.6% | -33.6% |
| 1Y | -24.7% | +46.0% | -70.6% | -35.2% |
| 3Y | -39.8% | +127.0% | -166.8% | -55.8% |
| 5Y | -40.9% | +175.8% | -216.7% | -59.9% |
| 10Y | +91.1% | +414.6% | -323.5% | +1.1% |
| All | +903.3% | +242.3% | +661.0% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling