+104.0%
XME vs BAH
-26.0%
+130.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | -7.3% | +17.3% | -24.6% | -8.2% |
| 3M | -14.8% | +14.9% | -29.6% | -15.5% |
| 6M | -18.4% | +14.2% | -32.6% | -19.0% |
| YTD | -4.7% | +5.1% | -9.8% | -4.9% |
| 1Y | +5.7% | +2.1% | +3.6% | +5.6% |
| 3Y | +104.0% | -26.0% | +129.9% | +99.9% |
| All | +104.0% | -26.0% | +130.0% | +99.9% |
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