+445.6%
AG vs XME
+206.3%
+239.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.2% |
| 30D | +19.2% | +6.0% | +13.2% | +13.5% |
| 3M | +6.2% | -7.7% | +13.9% | +16.0% |
| 6M | -26.7% | +1.0% | -27.6% | -24.9% |
| YTD | +26.1% | +14.6% | +11.5% | +18.1% |
| 1Y | +131.7% | +46.0% | +85.7% | +78.3% |
| 3Y | +255.3% | +127.0% | +128.3% | +92.1% |
| 5Y | +61.9% | +175.8% | -113.9% | -26.4% |
| 10Y | +72.0% | +414.6% | -342.6% | -56.5% |
| All | +445.6% | +206.3% | +239.3% | +122.1% |
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