+135.5%
XME vs ACM
+230.8%
-95.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -3.7% | +3.6% | +2.3% |
| 30D | +6.0% | -11.1% | +17.1% | +12.4% |
| 3M | -7.7% | -8.0% | +0.3% | -4.7% |
| 6M | +1.0% | -29.7% | +30.6% | +21.9% |
| YTD | +14.6% | -29.4% | +44.0% | +36.7% |
| 1Y | +46.0% | -46.4% | +92.4% | +105.6% |
| 3Y | +127.0% | -22.3% | +149.4% | +149.7% |
| 5Y | +175.8% | +4.5% | +171.3% | +151.0% |
| 10Y | +414.6% | +127.6% | +287.0% | +167.3% |
| All | +135.5% | +230.8% | -95.3% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling