+821.1%
XLB vs AEM
+5,809.6%
-4,988.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -6.8% | +7.4% | +1.5% |
| 30D | +5.2% | +0.8% | +4.3% | +4.8% |
| 3M | +0.3% | -0.8% | +1.1% | 0.0% |
| 6M | +1.2% | -8.5% | +9.7% | +1.7% |
| YTD | +16.6% | +5.9% | +10.7% | +14.4% |
| 1Y | +21.4% | +6.6% | +14.8% | +18.9% |
| 3Y | +43.2% | +302.2% | -259.0% | +15.2% |
| 5Y | +28.0% | +250.8% | -222.7% | +3.5% |
| 10Y | +164.8% | +406.1% | -241.3% | +95.7% |
| All | +821.1% | +5,809.6% | -4,988.5% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling