+689.4%
AEM vs XRT
+539.9%
+149.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -6.8% | +1.7% | -8.6% | -7.1% |
| 30D | +0.8% | +7.5% | -6.7% | -0.6% |
| 3M | -0.8% | +2.2% | -3.0% | -1.3% |
| 6M | -8.5% | +14.7% | -23.2% | -11.0% |
| YTD | +5.9% | +7.5% | -1.6% | +4.4% |
| 1Y | +6.6% | +14.1% | -7.5% | +3.8% |
| 3Y | +302.2% | +58.8% | +243.4% | +265.0% |
| 5Y | +250.8% | -3.9% | +254.7% | +243.7% |
| 10Y | +406.1% | +137.7% | +268.4% | +293.8% |
| All | +689.4% | +539.9% | +149.5% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling