+142.5%
XLC vs AEM
+436.9%
-294.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +1.0% | +24.0% | -23.0% | -1.1% |
| 3M | -0.7% | +16.1% | -16.8% | -2.4% |
| 6M | -5.1% | -11.6% | +6.5% | -4.4% |
| YTD | -4.3% | +21.5% | -25.8% | -6.8% |
| 1Y | -0.6% | +39.2% | -39.7% | -4.9% |
| 3Y | +72.7% | +347.4% | -274.7% | +44.3% |
| 5Y | +38.0% | +290.1% | -252.2% | +15.2% |
| All | +142.5% | +436.9% | -294.5% | +106.7% |
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