+125.3%
AS vs XME
+67.6%
+57.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.0% |
| 7D | -3.6% | +5.3% | -8.9% | -5.8% |
| 30D | +3.4% | -8.2% | +11.6% | +7.1% |
| 3M | -8.6% | -18.4% | +9.8% | -0.7% |
| 6M | -10.0% | -22.8% | +12.8% | -0.3% |
| YTD | -19.2% | -7.9% | -11.3% | -19.4% |
| 1Y | -3.8% | -0.9% | -2.9% | -8.1% |
| All | +125.3% | +67.6% | +57.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling