+56.2%
AG vs XME
+162.6%
-106.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -1.8% |
| 7D | -6.7% | -4.2% | -2.5% | -2.1% |
| 30D | +2.2% | -2.7% | +4.9% | +5.7% |
| 3M | +15.7% | -3.9% | +19.6% | +22.0% |
| 6M | -23.8% | -1.0% | -22.8% | -20.6% |
| YTD | +17.6% | +9.8% | +7.8% | +13.1% |
| 1Y | +88.6% | +32.5% | +56.1% | +51.7% |
| 3Y | +253.4% | +124.3% | +129.1% | +73.2% |
| All | +56.2% | +162.6% | -106.4% | -32.7% |
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