+4.0%
AEM vs XRT
+12.4%
-8.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.2% | -3.0% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -3.9% | +7.5% | -11.4% | -7.5% |
| 3M | -3.4% | +2.3% | -5.8% | -5.0% |
| 6M | -9.0% | +12.8% | -21.9% | -16.9% |
| YTD | +5.9% | +7.1% | -1.1% | -1.6% |
| 1Y | +4.0% | +12.3% | -8.3% | -5.4% |
| All | +4.0% | +12.4% | -8.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling