+102.2%
XME vs BAH
+1,077.1%
-974.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | -7.3% | +18.0% | -25.3% | -11.8% |
| 3M | -17.4% | +11.4% | -28.9% | -20.5% |
| 6M | -21.8% | +17.7% | -39.5% | -26.5% |
| YTD | -6.0% | +5.4% | -11.3% | -9.9% |
| 1Y | +3.8% | +2.8% | +1.0% | -0.1% |
| 3Y | +100.0% | -26.7% | +126.7% | +104.2% |
| 5Y | +116.1% | +8.1% | +108.0% | +88.2% |
| 10Y | +280.6% | +202.5% | +78.1% | +121.0% |
| All | +102.2% | +1,077.1% | -974.9% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling