+742.5%
AEM vs XRT
+549.7%
+192.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -5.1% |
| 7D | +13.9% | +4.1% | +9.8% | +13.0% |
| 30D | +0.8% | +9.9% | -9.2% | -1.1% |
| 3M | +5.8% | +2.3% | +3.5% | +5.3% |
| 6M | -1.0% | +9.6% | -10.5% | -2.9% |
| YTD | +13.1% | +9.1% | +3.9% | +11.0% |
| 1Y | +14.4% | +16.2% | -1.8% | +11.0% |
| 3Y | +325.7% | +60.1% | +265.6% | +285.7% |
| 5Y | +273.7% | -0.5% | +274.2% | +263.7% |
| 10Y | +390.1% | +145.1% | +245.0% | +278.5% |
| All | +742.5% | +549.7% | +192.8% | +367.1% |
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