+147.8%
XEL vs AEM
+378.0%
-230.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | -3.9% | +8.4% | -12.4% | -5.0% |
| 3M | -2.8% | +27.3% | -30.1% | -5.8% |
| 6M | -5.4% | -9.7% | +4.3% | -4.8% |
| YTD | +3.8% | +19.0% | -15.2% | +0.7% |
| 1Y | +6.8% | +31.5% | -24.6% | +2.0% |
| 3Y | +45.6% | +338.7% | -293.1% | +18.1% |
| 5Y | +30.7% | +307.4% | -276.7% | +5.4% |
| All | +147.8% | +378.0% | -230.2% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling