-99.8%
AMIX vs XME
+110.7%
-210.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -13.7% | -0.1% | -13.6% | -13.8% |
| 30D | -62.1% | +6.0% | -68.1% | -64.2% |
| 3M | -46.2% | -7.7% | -38.4% | -49.2% |
| 6M | -46.4% | +1.0% | -47.4% | -51.0% |
| YTD | -60.3% | +14.6% | -74.9% | -64.8% |
| 1Y | -79.7% | +46.0% | -125.6% | -83.0% |
| All | -99.8% | +110.7% | -210.4% | -99.8% |
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