+823.0%
XLB vs AEM
+5,808.2%
-4,985.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.7% |
| 7D | 0.0% | -5.6% | +5.7% | +0.8% |
| 30D | +5.3% | -3.9% | +9.1% | +5.6% |
| 3M | 0.0% | -3.4% | +3.4% | +0.1% |
| 6M | +1.2% | -9.0% | +10.3% | +1.8% |
| YTD | +16.9% | +5.9% | +11.0% | +14.6% |
| 1Y | +20.9% | +4.0% | +16.9% | +18.8% |
| 3Y | +43.3% | +298.8% | -255.5% | +15.4% |
| 5Y | +28.3% | +250.7% | -222.4% | +3.7% |
| 10Y | +165.3% | +405.9% | -240.6% | +96.1% |
| All | +823.0% | +5,808.2% | -4,985.2% | +420.4% |
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