-99.9%
AMIX vs XME
+71.7%
-171.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.8% | +10.5% |
| 7D | +11.4% | -0.2% | +11.6% | +11.6% |
| 30D | -40.5% | -9.2% | -31.3% | -35.4% |
| 3M | -80.1% | -17.8% | -62.3% | -76.5% |
| 6M | -74.8% | -20.0% | -54.8% | -72.4% |
| YTD | -84.0% | -6.6% | -77.4% | -83.1% |
| 1Y | -89.7% | +1.8% | -91.5% | -89.4% |
| All | -99.9% | +71.7% | -171.6% | -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 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