+346.7%
AEM vs XYL
+149.5%
+197.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +8.5% | -13.2% | +21.6% | +10.4% |
| 3M | +29.3% | -0.2% | +29.4% | +29.1% |
| 6M | -12.9% | -12.5% | -0.4% | -11.6% |
| YTD | +16.8% | -20.9% | +37.7% | +19.7% |
| 1Y | +29.8% | -21.6% | +51.4% | +33.3% |
| 3Y | +336.7% | +16.1% | +320.6% | +327.3% |
| 5Y | +299.9% | -15.6% | +315.6% | +296.3% |
| All | +346.7% | +149.5% | +197.2% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling