+44.3%
AR vs XME
+412.4%
-368.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.6% |
| 7D | -1.2% | -0.2% | -1.0% | -1.0% |
| 30D | +5.5% | +1.4% | +4.1% | +3.6% |
| 3M | +12.9% | +2.7% | +10.1% | +7.4% |
| 6M | +0.1% | +6.5% | -6.4% | -10.7% |
| YTD | +13.5% | +15.2% | -1.7% | -8.2% |
| 1Y | +21.6% | +43.5% | -21.9% | -21.2% |
| 3Y | +46.0% | +135.9% | -89.9% | -42.0% |
| 5Y | +143.7% | +181.5% | -37.7% | -19.8% |
| 10Y | +44.3% | +436.9% | -392.6% | -71.5% |
| All | +44.3% | +412.4% | -368.1% | -71.5% |
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