+32.0%
XEL vs AEM
+306.3%
-274.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | -3.9% | +8.4% | -12.4% | -5.0% |
| 3M | -2.8% | +27.3% | -30.1% | -6.0% |
| 6M | -5.4% | -9.7% | +4.3% | -4.6% |
| YTD | +3.8% | +19.0% | -15.2% | +0.4% |
| 1Y | +6.8% | +31.5% | -24.6% | +1.4% |
| 3Y | +45.6% | +338.7% | -293.1% | +12.2% |
| All | +32.0% | +306.3% | -274.3% | +1.3% |
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