+159.8%
XLB vs AEM
+378.0%
-218.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -3.1% | +8.4% | -11.5% | -4.5% |
| 3M | -0.2% | +27.3% | -27.4% | -4.3% |
| 6M | +3.1% | -9.7% | +12.7% | +3.9% |
| YTD | +13.3% | +19.0% | -5.7% | +9.2% |
| 1Y | +12.0% | +31.5% | -19.4% | +6.1% |
| 3Y | +31.4% | +338.7% | -307.3% | +2.6% |
| 5Y | +33.9% | +307.4% | -273.5% | +4.0% |
| All | +159.8% | +378.0% | -218.2% | +95.0% |
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