+67.1%
ADM vs XME
+183.2%
-116.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.2% | +1.4% | +6.8% | +7.4% |
| 3M | +8.7% | +2.7% | +6.0% | +7.1% |
| 6M | +29.1% | +6.5% | +22.6% | +24.7% |
| YTD | +53.7% | +15.2% | +38.5% | +43.3% |
| 1Y | +43.2% | +43.5% | -0.3% | +21.9% |
| 3Y | +21.4% | +135.9% | -114.5% | -17.5% |
| 5Y | +67.1% | +181.5% | -114.4% | +5.6% |
| All | +67.1% | +183.2% | -116.1% | +5.6% |
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