+55.0%
ACWI vs XME
+110.8%
-55.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.2% |
| 7D | -2.4% | -4.5% | +2.1% | -0.9% |
| 30D | -5.2% | -10.9% | +5.7% | -1.6% |
| 3M | -4.8% | -15.3% | +10.4% | +0.2% |
| 6M | -1.3% | -24.6% | +23.3% | +7.6% |
| YTD | +8.4% | -9.6% | +18.0% | +9.9% |
| 1Y | +11.0% | +2.9% | +8.1% | +7.1% |
| 3Y | +70.6% | +86.9% | -16.4% | +27.6% |
| All | +55.0% | +110.8% | -55.8% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling