+39.2%
AEM vs XYL
-23.4%
+62.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.5% |
| 7D | -0.5% | -5.0% | +4.5% | +1.1% |
| 30D | +24.0% | -13.2% | +37.2% | +29.2% |
| 3M | +16.1% | -3.7% | +19.8% | +15.5% |
| 6M | -11.6% | -17.7% | +6.1% | -8.8% |
| YTD | +21.5% | -21.5% | +43.1% | +21.4% |
| 1Y | +39.2% | -24.5% | +63.7% | +40.1% |
| All | +39.2% | -23.4% | +62.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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