+86.1%
AGG vs XME
+227.9%
-141.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.1% | -4.2% | +3.2% | -1.1% |
| 30D | -1.1% | -2.7% | +1.6% | -1.1% |
| 3M | -1.9% | -3.9% | +2.0% | -1.9% |
| 6M | -1.7% | -1.0% | -0.7% | -1.7% |
| YTD | -1.3% | +9.8% | -11.1% | -1.3% |
| 1Y | -0.7% | +32.5% | -33.3% | -0.7% |
| 3Y | +12.5% | +124.3% | -111.9% | +12.7% |
| 5Y | -2.5% | +165.8% | -168.3% | -2.1% |
| 10Y | +14.2% | +411.8% | -397.6% | +15.2% |
| All | +86.1% | +227.9% | -141.8% | +86.7% |
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 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