+105.0%
XME vs BAH
+1,074.5%
-969.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | -7.3% | +17.3% | -24.6% | -11.7% |
| 3M | -14.8% | +14.9% | -29.6% | -18.6% |
| 6M | -18.4% | +14.2% | -32.6% | -22.6% |
| YTD | -4.7% | +5.1% | -9.8% | -8.6% |
| 1Y | +5.7% | +2.1% | +3.6% | +2.0% |
| 3Y | +104.0% | -26.0% | +129.9% | +107.5% |
| 5Y | +122.4% | +9.0% | +113.5% | +93.2% |
| 10Y | +285.4% | +208.8% | +76.6% | +122.0% |
| All | +105.0% | +1,074.5% | -969.5% | -38.8% |
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