+185.0%
XME vs BAH
-2.8%
+187.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | +3.6% | -4.3% | +7.9% | +4.3% |
| 30D | +3.6% | -4.5% | +8.1% | +4.4% |
| 3M | +1.2% | -7.6% | +8.8% | +2.4% |
| 6M | +9.0% | -10.6% | +19.7% | +10.5% |
| YTD | +15.9% | -12.6% | +28.5% | +17.4% |
| 1Y | +43.2% | -27.0% | +70.2% | +50.1% |
| 3Y | +137.4% | -31.5% | +168.9% | +132.8% |
| 5Y | +185.0% | -3.8% | +188.9% | +142.2% |
| All | +185.0% | -2.8% | +187.9% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling