+141.2%
XME vs BBAI
-80.9%
+222.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.7% | +6.1% | -1.3% |
| 7D | +0.3% | -14.0% | +14.3% | +0.9% |
| 30D | -6.1% | -12.4% | +6.3% | -5.7% |
| 3M | -18.6% | -42.8% | +24.2% | -16.9% |
| 6M | -23.9% | -54.6% | +30.7% | -21.7% |
| YTD | -9.3% | -64.6% | +55.3% | -6.2% |
| 1Y | +1.8% | -69.9% | +71.6% | +5.6% |
| 3Y | +93.0% | +7.3% | +85.7% | +89.6% |
| 5Y | +107.0% | -80.8% | +187.8% | +103.4% |
| All | +141.2% | -80.9% | +222.1% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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