+28.6%
XLB vs AEM
+252.0%
-223.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -6.8% | +7.4% | +1.9% |
| 30D | +5.2% | +0.8% | +4.3% | +4.6% |
| 3M | +0.3% | -0.8% | +1.1% | -0.2% |
| 6M | +1.2% | -8.5% | +9.7% | +1.8% |
| YTD | +16.6% | +5.9% | +10.7% | +13.3% |
| 1Y | +21.4% | +6.6% | +14.8% | +17.7% |
| 3Y | +43.2% | +302.2% | -259.0% | +1.8% |
| All | +28.6% | +252.0% | -223.3% | -8.1% |
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