+346.7%
AEM vs XRT
+125.1%
+221.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.0% | -3.6% | -1.5% | -4.6% |
| 30D | +8.5% | -6.7% | +15.1% | +9.4% |
| 3M | +29.3% | -1.4% | +30.7% | +29.4% |
| 6M | -12.9% | +1.7% | -14.6% | -13.2% |
| YTD | +16.8% | -1.5% | +18.2% | +16.9% |
| 1Y | +29.8% | -2.5% | +32.3% | +30.0% |
| 3Y | +336.7% | +39.9% | +296.8% | +319.0% |
| 5Y | +299.9% | -2.6% | +302.6% | +288.3% |
| All | +346.7% | +125.1% | +221.6% | +313.8% |
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