+330.6%
AEM vs XYL
+15.2%
+315.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | +8.5% | -13.2% | +21.6% | +11.8% |
| 3M | +29.3% | -0.2% | +29.4% | +28.5% |
| 6M | -12.9% | -12.5% | -0.4% | -10.9% |
| YTD | +16.8% | -20.9% | +37.7% | +20.8% |
| 1Y | +29.8% | -21.6% | +51.4% | +34.5% |
| All | +330.6% | +15.2% | +315.4% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling