+37.6%
XLC vs AEM
+296.4%
-258.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.7% |
| 30D | -0.9% | +12.5% | -13.4% | -2.1% |
| 3M | -0.3% | +26.9% | -27.3% | -2.9% |
| 6M | -5.2% | -9.4% | +4.3% | -4.6% |
| YTD | -5.3% | +20.3% | -25.6% | -7.9% |
| 1Y | -2.8% | +33.8% | -36.6% | -7.0% |
| 3Y | +71.2% | +349.8% | -278.6% | +37.9% |
| 5Y | +37.6% | +301.0% | -263.4% | +9.3% |
| All | +37.6% | +296.4% | -258.8% | +9.3% |
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 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