+436.9%
XME vs ACM
+124.8%
+312.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +1.2% |
| 7D | -0.2% | -3.7% | +3.4% | +1.9% |
| 30D | +1.4% | -12.7% | +14.1% | +8.5% |
| 3M | +2.7% | -9.8% | +12.5% | +7.1% |
| 6M | +6.5% | -31.4% | +37.9% | +29.9% |
| YTD | +15.2% | -32.1% | +47.3% | +40.0% |
| 1Y | +43.5% | -47.8% | +91.3% | +104.2% |
| 3Y | +135.9% | -22.1% | +157.9% | +156.8% |
| 5Y | +181.5% | +1.8% | +179.7% | +159.3% |
| 10Y | +436.9% | +132.5% | +304.3% | +198.1% |
| All | +436.9% | +124.8% | +312.1% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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