-35.1%
AUR vs XME
+162.6%
-197.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.6% |
| 7D | +1.4% | -4.2% | +5.6% | +5.9% |
| 30D | -6.4% | -2.7% | -3.7% | -3.8% |
| 3M | +7.7% | -3.9% | +11.6% | +11.3% |
| 6M | +44.5% | -1.0% | +45.5% | +44.7% |
| YTD | +67.4% | +9.8% | +57.6% | +49.4% |
| 1Y | +15.4% | +32.5% | -17.1% | -16.4% |
| 3Y | +94.8% | +124.3% | -29.5% | -12.5% |
| All | -35.1% | +162.6% | -197.7% | -72.6% |
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