+136.0%
XLC vs AEM
+368.0%
-232.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | -6.8% | +10.6% | +4.4% |
| 30D | -1.9% | +0.8% | -2.7% | -2.1% |
| 3M | -3.1% | -0.8% | -2.3% | -3.3% |
| 6M | -6.4% | -8.5% | +2.2% | -6.0% |
| YTD | -6.8% | +5.9% | -12.8% | -8.3% |
| 1Y | -1.7% | +6.6% | -8.3% | -3.4% |
| 3Y | +64.7% | +302.2% | -237.5% | +38.8% |
| 5Y | +41.1% | +250.8% | -209.7% | +18.8% |
| All | +136.0% | +368.0% | -232.0% | +103.4% |
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