+142.2%
AS vs XME
+73.4%
+68.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.3% | +0.8% |
| 7D | +5.8% | +0.9% | +4.9% | +5.3% |
| 30D | +15.4% | -7.3% | +22.7% | +18.9% |
| 3M | -11.9% | -14.8% | +2.9% | -6.1% |
| 6M | -9.9% | -18.4% | +8.5% | -2.8% |
| YTD | -13.1% | -4.7% | -8.4% | -14.6% |
| 1Y | +9.9% | +5.7% | +4.2% | +1.8% |
| All | +142.2% | +73.4% | +68.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling