-21.9%
AS vs XME
+46.4%
-68.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -19.6% | +6.0% | -25.6% | -21.2% |
| 3M | -14.4% | -7.7% | -6.6% | -12.1% |
| 6M | -20.1% | +1.0% | -21.1% | -21.6% |
| YTD | -20.9% | +14.6% | -35.6% | -24.2% |
| 1Y | -21.9% | +46.0% | -67.8% | -30.8% |
| All | -21.9% | +46.4% | -68.3% | -30.8% |
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 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