+438.3%
AME vs XME
+266.4%
+171.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | +8.1% | +5.3% | +2.8% | +5.8% |
| 30D | -3.8% | -8.2% | +4.4% | -0.3% |
| 3M | -6.6% | -18.4% | +11.8% | +1.2% |
| 6M | +4.6% | -22.8% | +27.4% | +15.2% |
| YTD | +17.9% | -7.9% | +25.8% | +19.5% |
| 1Y | +23.2% | -0.9% | +24.1% | +20.7% |
| 3Y | +62.9% | +96.0% | -33.0% | +14.4% |
| 5Y | +77.5% | +110.3% | -32.8% | +15.2% |
| All | +438.3% | +266.4% | +171.9% | +129.8% |
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 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