+123.4%
AS vs XME
+64.9%
+58.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +3.9% | -6.1% | +10.0% | +6.5% |
| 3M | -9.6% | -18.6% | +9.0% | -1.7% |
| 6M | -8.7% | -23.9% | +15.2% | +1.9% |
| YTD | -19.8% | -9.3% | -10.5% | -19.5% |
| 1Y | -1.5% | +1.8% | -3.3% | -7.4% |
| All | +123.4% | +64.9% | +58.5% | +46.1% |
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