+347.4%
AEM vs XYL
+466.0%
-118.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | +4.3% | +1.8% | +2.5% | +4.0% |
| 30D | +13.1% | -9.2% | +22.3% | +14.9% |
| 3M | +24.8% | -0.3% | +25.1% | +24.6% |
| 6M | -8.2% | -11.0% | +2.7% | -6.6% |
| YTD | +19.8% | -19.2% | +39.0% | +23.5% |
| 1Y | +32.1% | -21.2% | +53.3% | +36.6% |
| 3Y | +348.2% | +18.6% | +329.6% | +332.1% |
| 5Y | +297.5% | -14.3% | +311.8% | +297.1% |
| 10Y | +343.3% | +141.0% | +202.3% | +264.3% |
| All | +347.4% | +466.0% | -118.6% | +187.7% |
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