+111.7%
XME vs ADVB
-88.3%
+200.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.1% | -3.8% | +3.7% | -0.1% |
| 30D | +6.0% | +17.6% | -11.6% | +6.0% |
| 3M | -7.7% | +119.1% | -126.9% | -7.9% |
| 6M | +1.0% | +103.4% | -102.4% | +0.3% |
| YTD | +14.6% | +59.8% | -45.2% | +14.4% |
| 1Y | +46.0% | +8.5% | +37.4% | +45.1% |
| All | +111.7% | -88.3% | +200.0% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling