+21.3%
ACWI vs XME
+43.2%
-21.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.1% | +3.6% | -2.5% | +0.2% |
| 30D | -0.2% | +3.6% | -3.8% | -1.2% |
| 3M | +4.7% | +1.2% | +3.5% | +4.0% |
| 6M | +14.5% | +9.0% | +5.4% | +11.4% |
| YTD | +14.6% | +15.9% | -1.3% | +9.8% |
| All | +21.3% | +43.2% | -21.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling