+181.3%
XLE vs AEM
+349.9%
-168.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +8.5% | +12.5% | -4.0% | +7.1% |
| 3M | +14.6% | +26.9% | -12.3% | +11.4% |
| 6M | +17.6% | -9.4% | +27.0% | +18.2% |
| YTD | +48.1% | +20.3% | +27.8% | +43.2% |
| 1Y | +53.8% | +33.8% | +20.0% | +46.1% |
| 3Y | +56.2% | +349.8% | -293.6% | +23.9% |
| 5Y | +227.7% | +301.0% | -73.3% | +160.3% |
| 10Y | +181.3% | +376.1% | -194.8% | +110.6% |
| All | +181.3% | +349.9% | -168.6% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling