+63.0%
AME vs XME
+93.2%
-30.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | -1.9% | -6.1% | +4.2% | +0.1% |
| 3M | -5.4% | -18.6% | +13.3% | +0.7% |
| 6M | +4.9% | -23.9% | +28.8% | +13.3% |
| YTD | +18.5% | -9.3% | +27.8% | +20.4% |
| 1Y | +25.5% | +1.8% | +23.7% | +23.0% |
| 3Y | +63.0% | +93.0% | -30.0% | +26.6% |
| All | +63.0% | +93.2% | -30.1% | +26.6% |
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