+123.9%
XME vs ACM
+4.8%
+119.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.2% | +6.6% | -6.8% | -3.6% |
| 30D | -9.2% | +19.8% | -28.9% | -17.9% |
| 3M | -17.8% | -3.1% | -14.6% | -17.2% |
| 6M | -20.0% | -11.5% | -8.5% | -15.9% |
| YTD | -6.6% | -24.7% | +18.1% | +7.7% |
| 1Y | +1.8% | -45.1% | +46.8% | +45.6% |
| 3Y | +98.7% | -8.9% | +107.6% | +88.5% |
| 5Y | +123.9% | +5.4% | +118.5% | +86.7% |
| All | +123.9% | +4.8% | +119.1% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling