+820.5%
XLB vs AEM
+6,679.8%
-5,859.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -0.4% | +24.0% | -24.4% | -3.5% |
| 3M | +2.0% | +16.1% | -14.1% | -0.5% |
| 6M | +1.8% | -11.6% | +13.4% | +2.9% |
| YTD | +16.6% | +21.5% | -5.0% | +12.5% |
| 1Y | +16.9% | +39.2% | -22.2% | +10.4% |
| 3Y | +32.6% | +347.4% | -314.9% | +5.2% |
| 5Y | +35.6% | +290.1% | -254.5% | +8.1% |
| 10Y | +160.0% | +357.8% | -197.8% | +94.6% |
| All | +820.5% | +6,679.8% | -5,859.3% | +410.4% |
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