+225.2%
ACWI vs XME
+260.6%
-35.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -1.7% | -6.1% | +4.5% | +0.4% |
| 3M | -3.9% | -18.6% | +14.7% | +3.0% |
| 6M | +0.8% | -23.9% | +24.7% | +10.0% |
| YTD | +11.0% | -9.3% | +20.4% | +12.7% |
| 1Y | +13.1% | +1.8% | +11.3% | +9.7% |
| 3Y | +73.9% | +93.0% | -19.1% | +28.9% |
| 5Y | +59.0% | +107.0% | -48.0% | +11.6% |
| All | +225.2% | +260.6% | -35.3% | +63.8% |
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 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