-12.9%
AEM vs XLRE
+2.0%
-15.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -5.0% | -2.7% | -2.3% | -3.1% |
| 30D | +8.5% | -2.3% | +10.8% | +10.5% |
| 3M | +29.3% | -3.5% | +32.7% | +31.7% |
| 6M | -12.9% | +1.9% | -14.8% | -17.3% |
| All | -12.9% | +2.0% | -15.0% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling