+441.7%
AGI vs XME
+246.2%
+195.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +4.4% | +3.6% | +0.8% | +2.3% |
| 30D | +10.0% | +3.6% | +6.3% | +7.8% |
| 3M | +1.7% | +1.2% | +0.5% | +1.4% |
| 6M | -26.8% | +9.0% | -35.8% | -29.8% |
| YTD | -5.3% | +15.9% | -21.3% | -11.6% |
| 1Y | +11.5% | +43.2% | -31.7% | -7.2% |
| 3Y | +212.9% | +137.4% | +75.5% | +93.6% |
| 5Y | +388.8% | +185.0% | +203.7% | +166.8% |
| 10Y | +383.6% | +409.5% | -25.9% | +75.6% |
| All | +441.7% | +246.2% | +195.5% | +81.3% |
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