+255.2%
AG vs XME
+142.2%
+113.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.0% |
| 7D | -10.0% | +0.3% | -10.3% | -10.1% |
| 30D | -10.5% | -6.1% | -4.4% | -5.1% |
| 3M | -27.3% | -18.6% | -8.6% | -11.7% |
| 6M | -43.0% | -23.9% | -19.1% | -25.2% |
| YTD | -17.9% | -9.3% | -8.6% | -4.5% |
| 1Y | +11.9% | +1.8% | +10.2% | +18.5% |
| 3Y | +201.8% | +93.0% | +108.8% | +91.2% |
| 5Y | -0.1% | +107.0% | -107.1% | -40.5% |
| 10Y | +72.7% | +266.9% | -194.2% | -41.2% |
| All | +255.2% | +142.2% | +113.0% | +79.6% |
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 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