-14.7%
BA vs XME
+100.3%
-115.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -7.9% | -7.3% | -0.6% | -5.3% |
| 3M | -25.2% | -17.4% | -7.7% | -19.4% |
| 6M | -26.7% | -21.8% | -4.9% | -19.7% |
| YTD | -19.6% | -6.0% | -13.6% | -20.5% |
| 1Y | -10.6% | +3.8% | -14.4% | -16.2% |
| All | -14.7% | +100.3% | -115.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling