+295.6%
AEM vs XYL
+389.9%
-94.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -6.8% | -3.7% | -3.1% | -6.2% |
| 30D | +0.8% | -8.3% | +9.1% | +1.9% |
| 3M | -0.8% | -21.4% | +20.6% | +2.8% |
| 6M | -8.5% | -12.9% | +4.4% | -6.9% |
| YTD | +5.9% | -30.1% | +36.0% | +11.4% |
| 1Y | +6.6% | -35.2% | +41.8% | +13.4% |
| 3Y | +302.2% | -0.8% | +303.0% | +297.9% |
| 5Y | +250.8% | -23.2% | +274.0% | +256.2% |
| 10Y | +406.1% | +101.2% | +304.8% | +328.3% |
| All | +295.6% | +389.9% | -94.3% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling