+163.7%
APD vs XME
+401.9%
-238.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -2.5% | +3.6% | -6.1% | -3.7% |
| 30D | -1.9% | +3.6% | -5.5% | -3.3% |
| 3M | +8.2% | +1.2% | +7.0% | +7.1% |
| 6M | +10.7% | +9.0% | +1.7% | +5.7% |
| YTD | +22.9% | +15.9% | +7.0% | +13.6% |
| 1Y | +5.8% | +43.2% | -37.4% | -10.6% |
| 3Y | +7.8% | +137.4% | -129.6% | -26.5% |
| 5Y | +26.1% | +185.0% | -158.9% | -22.4% |
| 10Y | +163.7% | +409.5% | -245.8% | +15.2% |
| All | +163.7% | +401.9% | -238.2% | +15.2% |
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