+134.9%
AS vs XME
+64.4%
+70.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -1.0% |
| 7D | +6.9% | -4.5% | +11.4% | +9.0% |
| 30D | +16.0% | -10.9% | +26.9% | +21.7% |
| 3M | -12.8% | -15.3% | +2.4% | -7.1% |
| 6M | -15.4% | -24.6% | +9.2% | -5.3% |
| YTD | -15.7% | -9.6% | -6.1% | -15.2% |
| 1Y | +6.1% | +2.9% | +3.2% | -0.9% |
| All | +134.9% | +64.4% | +70.4% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling