+225.7%
XLE vs AEM
+297.7%
-72.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | +12.6% | +13.1% | -0.5% | +11.0% |
| 3M | +11.8% | +24.8% | -12.9% | +8.8% |
| 6M | +16.1% | -8.2% | +24.3% | +17.0% |
| YTD | +46.9% | +19.8% | +27.0% | +41.2% |
| 1Y | +53.3% | +32.1% | +21.2% | +44.2% |
| 3Y | +54.9% | +348.2% | -293.3% | +10.6% |
| 5Y | +225.7% | +297.5% | -71.8% | +136.8% |
| All | +225.7% | +297.7% | -72.0% | +136.8% |
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