+53.8%
XLE vs AEM
+31.8%
+22.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | +0.3% | +3.0% | -2.7% | +0.5% |
| 30D | +8.5% | +12.5% | -4.0% | +9.3% |
| 3M | +14.6% | +26.9% | -12.3% | +16.5% |
| 6M | +17.6% | -9.4% | +27.0% | +19.5% |
| YTD | +48.1% | +20.3% | +27.8% | +48.9% |
| 1Y | +53.8% | +33.8% | +20.0% | +58.1% |
| All | +53.8% | +31.8% | +22.0% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling