+84.8%
AME vs XME
+179.6%
-94.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.8% | +3.6% | -0.8% | +1.6% |
| 30D | -6.3% | +3.6% | -9.9% | -7.4% |
| 3M | +5.4% | +1.2% | +4.2% | +4.6% |
| 6M | +7.4% | +9.0% | -1.6% | +3.7% |
| YTD | +16.2% | +15.9% | +0.2% | +9.5% |
| 1Y | +26.8% | +43.2% | -16.4% | +10.8% |
| 3Y | +57.5% | +137.4% | -79.9% | +14.3% |
| 5Y | +84.8% | +185.0% | -100.2% | +28.4% |
| All | +84.8% | +179.6% | -94.8% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling