+66.5%
AG vs XME
+426.6%
-360.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -1.3% |
| 7D | -5.8% | -3.0% | -2.7% | -2.9% |
| 30D | +6.4% | -2.6% | +9.0% | +9.4% |
| 3M | +28.4% | +2.2% | +26.2% | +27.1% |
| 6M | -24.5% | +0.7% | -25.2% | -22.5% |
| YTD | +21.2% | +10.9% | +10.3% | +16.6% |
| 1Y | +114.1% | +35.7% | +78.4% | +74.3% |
| 3Y | +268.0% | +127.1% | +140.9% | +95.9% |
| 5Y | +67.3% | +168.5% | -101.1% | -22.7% |
| All | +66.5% | +426.6% | -360.1% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling