+27.9%
APD vs XME
+176.2%
-148.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | +6.0% | -3.9% | +0.2% |
| 3M | +7.2% | -7.7% | +14.9% | +9.2% |
| 6M | +11.2% | +1.0% | +10.3% | +9.6% |
| YTD | +24.4% | +14.6% | +9.8% | +16.3% |
| 1Y | +6.7% | +46.0% | -39.3% | -9.3% |
| 3Y | +9.2% | +127.0% | -117.8% | -22.8% |
| All | +27.9% | +176.2% | -148.3% | -15.1% |
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