+223.6%
AU vs XME
+244.0%
-20.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.1% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | +12.3% | +1.4% | +10.9% | +11.4% |
| 3M | +29.4% | +2.7% | +26.6% | +27.9% |
| 6M | +3.2% | +6.5% | -3.3% | +0.4% |
| YTD | +31.8% | +15.2% | +16.6% | +23.1% |
| 1Y | +83.4% | +43.5% | +39.9% | +50.4% |
| 3Y | +623.1% | +135.9% | +487.2% | +333.4% |
| 5Y | +700.5% | +181.5% | +519.1% | +318.2% |
| 10Y | +717.6% | +436.9% | +280.7% | +147.7% |
| All | +223.6% | +244.0% | -20.3% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling