+416.2%
AME vs XME
+426.6%
-10.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.7% |
| 7D | 0.0% | -3.0% | +3.1% | +1.3% |
| 30D | -8.6% | -2.6% | -6.0% | -7.8% |
| 3M | +5.8% | +2.2% | +3.6% | +4.2% |
| 6M | +3.8% | +0.7% | +3.1% | +2.3% |
| YTD | +14.4% | +10.9% | +3.5% | +7.5% |
| 1Y | +25.8% | +35.7% | -9.9% | +7.3% |
| 3Y | +55.2% | +127.1% | -71.9% | +2.8% |
| 5Y | +85.5% | +168.5% | -82.9% | +8.2% |
| All | +416.2% | +426.6% | -10.4% | +92.5% |
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