+301.0%
AEM vs XRT
-2.4%
+303.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | +12.5% | -6.9% | +19.4% | +14.2% |
| 3M | +26.9% | -0.4% | +27.4% | +26.8% |
| 6M | -9.4% | +2.2% | -11.7% | -10.0% |
| YTD | +20.3% | -0.7% | +20.9% | +20.2% |
| 1Y | +33.8% | -2.0% | +35.8% | +33.9% |
| 3Y | +349.8% | +41.0% | +308.8% | +318.5% |
| 5Y | +301.0% | -3.3% | +304.3% | +265.9% |
| All | +301.0% | -2.4% | +303.4% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling