+5.7%
AS vs XME
+1.1%
+4.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +13.2% | -9.2% | +22.4% | +16.6% |
| 3M | -11.9% | -17.8% | +5.8% | -6.5% |
| 6M | -11.6% | -20.0% | +8.5% | -5.2% |
| YTD | -14.7% | -6.6% | -8.1% | -15.1% |
| 1Y | +5.7% | +1.8% | +4.0% | +1.2% |
| All | +5.7% | +1.1% | +4.6% | +1.2% |
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