-99.9%
AMIX vs XME
+66.1%
-166.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -2.8% |
| 7D | -16.0% | -4.5% | -11.6% | -12.7% |
| 30D | -55.4% | -10.9% | -44.6% | -50.9% |
| 3M | -87.5% | -15.3% | -72.3% | -85.8% |
| 6M | -81.2% | -24.6% | -56.6% | -78.7% |
| YTD | -86.8% | -9.6% | -77.2% | -85.8% |
| 1Y | -91.6% | +2.9% | -94.5% | -91.2% |
| All | -99.9% | +66.1% | -166.0% | -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