-48.9%
XE vs AHR
+6.5%
-55.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.9% | -6.0% |
| 7D | -15.7% | -2.1% | -13.6% | -16.3% |
| 30D | -26.6% | +1.9% | -28.5% | -25.7% |
| 3M | -20.3% | +15.7% | -35.9% | -16.9% |
| All | -48.9% | +6.5% | -55.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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 · Available span rolling