+346.7%
AEM vs XME
+426.6%
-79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.1% |
| 7D | -5.0% | -3.0% | -2.0% | -3.6% |
| 30D | +8.5% | -2.6% | +11.1% | +9.9% |
| 3M | +29.3% | +2.2% | +27.1% | +28.2% |
| 6M | -12.9% | +0.7% | -13.6% | -12.7% |
| YTD | +16.8% | +10.9% | +5.9% | +12.6% |
| 1Y | +29.8% | +35.7% | -5.9% | +14.8% |
| 3Y | +336.7% | +127.1% | +209.6% | +206.0% |
| 5Y | +299.9% | +168.5% | +131.5% | +159.0% |
| All | +346.7% | +426.6% | -79.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling