+2.1%
AS vs XME
+5.2%
-3.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.4% |
| 7D | +13.8% | -5.5% | +19.2% | +15.7% |
| 30D | +16.7% | -11.1% | +27.8% | +21.0% |
| 3M | -11.5% | -11.1% | -0.4% | -8.8% |
| 6M | -5.5% | -18.0% | +12.5% | 0.0% |
| YTD | -14.2% | -7.4% | -6.8% | -14.3% |
| 1Y | +2.1% | +6.7% | -4.6% | -4.7% |
| All | +2.1% | +5.2% | -3.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling