+41.0%
XLC vs AEM
+267.0%
-226.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.0% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | -2.6% | -1.2% | -1.4% | -2.6% |
| 3M | -2.1% | +2.5% | -4.6% | -2.7% |
| 6M | -5.5% | -5.1% | -0.4% | -5.4% |
| YTD | -6.9% | +10.4% | -17.3% | -9.0% |
| 1Y | -3.7% | +11.8% | -15.5% | -6.1% |
| 3Y | +64.2% | +315.6% | -251.5% | +31.9% |
| All | +41.0% | +267.0% | -226.1% | +15.2% |
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