+397.7%
BAC vs XME
+412.4%
-14.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -1.4% | +1.4% | -2.8% | -2.5% |
| 3M | +15.7% | +2.7% | +13.0% | +12.8% |
| 6M | +32.2% | +6.5% | +25.7% | +24.7% |
| YTD | +15.8% | +15.2% | +0.6% | +3.1% |
| 1Y | +27.3% | +43.5% | -16.2% | -1.5% |
| 3Y | +137.5% | +135.9% | +1.6% | +34.0% |
| 5Y | +73.1% | +181.5% | -108.4% | -17.7% |
| 10Y | +397.7% | +436.9% | -39.1% | +39.8% |
| All | +397.7% | +412.4% | -14.7% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling