+3,847.4%
ANET vs XME
+421.4%
+3,426.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.1% |
| 7D | +3.0% | -4.2% | +7.2% | +5.1% |
| 30D | -5.2% | -2.7% | -2.5% | -4.2% |
| 3M | +27.6% | -3.9% | +31.5% | +29.7% |
| 6M | +44.4% | -1.0% | +45.4% | +43.9% |
| YTD | +52.3% | +9.8% | +42.5% | +43.9% |
| 1Y | +30.4% | +32.5% | -2.1% | +12.1% |
| 3Y | +313.3% | +124.3% | +188.9% | +181.3% |
| 5Y | +810.0% | +165.8% | +644.2% | +467.4% |
| All | +3,847.4% | +421.4% | +3,426.0% | +1,674.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling