+22.1%
ADM vs XME
+118.5%
-96.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -1.8% | -0.2% | -1.7% | -1.9% |
| 30D | -13.3% | -9.2% | -4.1% | -11.0% |
| 3M | -13.4% | -17.8% | +4.4% | -8.7% |
| 6M | -9.6% | -20.0% | +10.4% | -4.5% |
| YTD | +23.0% | -6.6% | +29.6% | +21.7% |
| 1Y | +27.4% | +1.8% | +25.6% | +21.8% |
| 3Y | +5.7% | +98.7% | -93.1% | -25.3% |
| 5Y | +22.1% | +123.9% | -101.8% | -16.4% |
| All | +22.1% | +118.5% | -96.4% | -16.4% |
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 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