+208.4%
AGI vs XME
+122.1%
+86.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | -2.7% | -4.2% | +1.5% | +0.4% |
| 30D | +7.2% | -2.7% | +9.9% | +9.4% |
| 3M | +4.3% | -3.9% | +8.2% | +7.4% |
| 6M | -27.1% | -1.0% | -26.1% | -26.3% |
| YTD | -6.6% | +9.8% | -16.4% | -10.1% |
| 1Y | +9.5% | +32.5% | -23.0% | -4.8% |
| 3Y | +208.4% | +124.3% | +84.1% | +90.8% |
| All | +208.4% | +122.1% | +86.4% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling