+678.6%
AU vs XME
+162.6%
+516.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.3% |
| 7D | -4.3% | -4.2% | -0.1% | -1.1% |
| 30D | +7.3% | -2.7% | +10.0% | +9.6% |
| 3M | +26.3% | -3.9% | +30.2% | +30.5% |
| 6M | +1.8% | -1.0% | +2.7% | +3.6% |
| YTD | +26.8% | +9.8% | +17.0% | +21.5% |
| 1Y | +66.7% | +32.5% | +34.1% | +42.1% |
| 3Y | +579.1% | +124.3% | +454.7% | +310.6% |
| All | +678.6% | +162.6% | +516.1% | +348.0% |
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 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