+1,916.6%
AME vs XME
+242.3%
+1,674.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -6.7% | +6.0% | -12.7% | -9.2% |
| 3M | +4.1% | -7.7% | +11.8% | +6.8% |
| 6M | +1.6% | +1.0% | +0.6% | 0.0% |
| YTD | +16.1% | +14.6% | +1.5% | +7.8% |
| 1Y | +27.3% | +46.0% | -18.6% | +5.7% |
| 3Y | +50.9% | +127.0% | -76.2% | +1.4% |
| 5Y | +81.4% | +175.8% | -94.4% | +7.6% |
| 10Y | +417.0% | +414.6% | +2.3% | +119.2% |
| All | +1,916.6% | +242.3% | +1,674.3% | +693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling