-99.9%
AMIX vs XME
+75.2%
-175.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.5% | +6.4% | +7.1% |
| 7D | +1.2% | +0.9% | +0.2% | +0.6% |
| 30D | -45.3% | -7.3% | -38.0% | -41.6% |
| 3M | -83.1% | -14.8% | -68.3% | -80.6% |
| 6M | -76.9% | -18.4% | -58.5% | -75.0% |
| YTD | -85.3% | -4.7% | -80.6% | -84.7% |
| 1Y | -89.8% | +5.7% | -95.5% | -89.7% |
| All | -99.9% | +75.2% | -175.1% | -99.9% |
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