+14.6%
AMCR vs XME
+421.4%
-406.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -6.3% | -4.2% | -2.1% | -4.9% |
| 30D | -7.8% | -2.7% | -5.1% | -7.1% |
| 3M | +7.5% | -3.9% | +11.5% | +8.4% |
| 6M | +2.7% | -1.0% | +3.7% | +2.2% |
| YTD | +6.0% | +9.8% | -3.8% | +1.3% |
| 1Y | +7.8% | +32.5% | -24.8% | -4.4% |
| 3Y | +5.8% | +124.3% | -118.6% | -23.6% |
| 5Y | -11.6% | +165.8% | -177.4% | -41.5% |
| All | +14.6% | +421.4% | -406.7% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling