+38.8%
AR vs XME
+101.1%
-62.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.9% |
| 7D | -10.5% | +0.9% | -11.5% | -10.8% |
| 30D | +1.3% | -7.3% | +8.6% | +3.5% |
| 3M | +4.8% | -14.8% | +19.5% | +9.5% |
| 6M | +1.2% | -18.4% | +19.6% | +6.6% |
| YTD | +5.5% | -4.7% | +10.2% | -0.3% |
| 1Y | +8.1% | +5.7% | +2.3% | -4.6% |
| 3Y | +38.8% | +104.0% | -65.1% | -28.3% |
| All | +38.8% | +101.1% | -62.2% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling