+77.5%
AR vs XME
+110.4%
-32.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -2.7% |
| 7D | -14.3% | -4.5% | -9.8% | -12.1% |
| 30D | +1.4% | -10.9% | +12.3% | +7.7% |
| 3M | +3.4% | -15.3% | +18.6% | +11.9% |
| 6M | -2.1% | -24.6% | +22.6% | +11.5% |
| YTD | +4.7% | -9.6% | +14.3% | +0.8% |
| 1Y | +10.6% | +2.9% | +7.7% | -4.2% |
| 3Y | +24.6% | +86.9% | -62.3% | -37.6% |
| All | +77.5% | +110.4% | -32.9% | -21.4% |
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