+408.6%
AEM vs XRT
+135.4%
+273.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.2% | -3.8% |
| 7D | -5.6% | -0.4% | -5.2% | -5.6% |
| 30D | -3.9% | +7.5% | -11.4% | -4.8% |
| 3M | -3.4% | +2.3% | -5.8% | -3.8% |
| 6M | -9.0% | +12.8% | -21.9% | -10.6% |
| YTD | +5.9% | +7.1% | -1.1% | +4.8% |
| 1Y | +4.0% | +12.3% | -8.3% | +2.3% |
| 3Y | +298.8% | +57.0% | +241.8% | +276.1% |
| 5Y | +250.7% | -4.3% | +255.0% | +239.0% |
| All | +408.6% | +135.4% | +273.2% | +340.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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