+338.7%
AEM vs XLRE
+31.2%
+307.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | -2.1% | -1.2% | -1.0% | -1.5% |
| 30D | +8.4% | -2.4% | +10.8% | +10.0% |
| 3M | +27.3% | -2.5% | +29.8% | +28.8% |
| 6M | -9.7% | +4.0% | -13.6% | -11.7% |
| YTD | +19.0% | +9.3% | +9.7% | +13.0% |
| 1Y | +31.5% | +5.6% | +25.9% | +27.2% |
| 3Y | +338.7% | +31.3% | +307.4% | +289.2% |
| All | +338.7% | +31.2% | +307.5% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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