+19.9%
XBI vs AEM
+306.3%
-286.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -4.6% | -2.1% | -2.5% | -4.2% |
| 30D | -2.0% | +8.4% | -10.4% | -3.7% |
| 3M | +17.8% | +27.3% | -9.5% | +11.8% |
| 6M | +23.7% | -9.7% | +33.4% | +24.9% |
| YTD | +28.2% | +19.0% | +9.3% | +22.7% |
| 1Y | +64.0% | +31.5% | +32.5% | +53.3% |
| 3Y | +99.4% | +338.7% | -239.3% | +43.2% |
| All | +19.9% | +306.3% | -286.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 5y: compounded portfolio wealth divided by compounded AEM 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…
5y analysis · Full analysis span regression · 6 months rolling