+355.1%
AEM vs XRT
+128.2%
+226.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | +8.4% | -4.5% | +12.9% | +9.1% |
| 3M | +27.3% | -3.1% | +30.4% | +27.7% |
| 6M | -9.7% | +4.2% | -13.9% | -10.2% |
| YTD | +19.0% | -0.1% | +19.1% | +18.9% |
| 1Y | +31.5% | -3.0% | +34.5% | +31.7% |
| 3Y | +338.7% | +41.8% | +296.9% | +320.1% |
| 5Y | +307.4% | -1.3% | +308.7% | +294.9% |
| All | +355.1% | +128.2% | +226.9% | +320.8% |
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