+137.4%
XME vs BAH
-32.1%
+169.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | +3.6% | -4.3% | +7.9% | +3.9% |
| 30D | +3.6% | -4.5% | +8.1% | +4.0% |
| 3M | +1.2% | -7.6% | +8.8% | +1.9% |
| 6M | +9.0% | -10.6% | +19.7% | +9.9% |
| YTD | +15.9% | -12.6% | +28.5% | +17.0% |
| 1Y | +43.2% | -27.0% | +70.2% | +46.6% |
| 3Y | +137.4% | -31.5% | +168.9% | +140.0% |
| All | +137.4% | -32.1% | +169.5% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling