-35.0%
AUR vs XME
+167.1%
-202.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.4% |
| 7D | +11.1% | -0.2% | +11.3% | +11.3% |
| 30D | -6.9% | +1.4% | -8.3% | -8.0% |
| 3M | +5.5% | +2.7% | +2.8% | +1.9% |
| 6M | +41.0% | +6.5% | +34.5% | +32.0% |
| YTD | +69.3% | +15.2% | +54.1% | +46.7% |
| 1Y | +14.0% | +43.5% | -29.5% | -20.5% |
| 3Y | +90.1% | +135.9% | -45.8% | -10.1% |
| 5Y | -34.4% | +181.5% | -215.9% | -69.5% |
| All | -35.0% | +167.1% | -202.1% | -69.8% |
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