+356.8%
ACWI vs XME
+109.5%
+247.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +0.9% | +6.0% | -5.1% | -1.6% |
| 3M | +2.4% | -7.7% | +10.1% | +4.9% |
| 6M | +12.4% | +1.0% | +11.4% | +10.7% |
| YTD | +15.2% | +14.6% | +0.5% | +7.2% |
| 1Y | +22.7% | +46.0% | -23.2% | +3.0% |
| 3Y | +75.8% | +127.0% | -51.2% | +21.4% |
| 5Y | +67.7% | +175.8% | -108.1% | +3.8% |
| 10Y | +229.0% | +414.6% | -185.6% | +45.4% |
| All | +356.8% | +109.5% | +247.3% | +104.2% |
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