+2.9%
XME vs ADVB
-77.7%
+80.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.9% | +3.3% |
| 7D | -4.5% | -13.9% | +9.4% | -4.4% |
| 30D | -10.9% | -68.1% | +57.3% | -10.8% |
| 3M | -15.3% | -73.4% | +58.1% | -15.3% |
| 6M | -24.6% | -70.8% | +46.2% | -24.7% |
| YTD | -9.6% | -66.1% | +56.5% | -8.9% |
| 1Y | +2.9% | -77.5% | +80.4% | +8.2% |
| All | +2.9% | -77.7% | +80.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling