+54.2%
AR vs XME
+266.4%
-212.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.9% |
| 7D | +6.4% | +5.3% | +1.1% | +1.8% |
| 30D | +3.1% | -8.2% | +11.3% | +9.1% |
| 3M | +3.3% | -18.4% | +21.7% | +18.3% |
| 6M | +6.6% | -22.8% | +29.4% | +23.4% |
| YTD | +12.3% | -7.9% | +20.2% | +6.3% |
| 1Y | +12.3% | -0.9% | +13.2% | -1.1% |
| 3Y | +50.4% | +96.0% | -45.5% | -33.4% |
| 5Y | +101.0% | +110.3% | -9.3% | -19.2% |
| All | +54.2% | +266.4% | -212.2% | -62.8% |
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