+144.3%
AR vs XME
+179.6%
-35.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.5% |
| 7D | -1.8% | +3.6% | -5.4% | -3.9% |
| 30D | +12.6% | +3.6% | +9.0% | +9.7% |
| 3M | +10.0% | +1.2% | +8.8% | +7.4% |
| 6M | +0.6% | +9.0% | -8.4% | -9.1% |
| YTD | +13.4% | +15.9% | -2.5% | -4.8% |
| 1Y | +21.7% | +43.2% | -21.5% | -15.7% |
| 3Y | +45.8% | +137.4% | -91.6% | -36.6% |
| 5Y | +144.3% | +185.0% | -40.8% | -14.8% |
| All | +144.3% | +179.6% | -35.4% | -14.8% |
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 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