+998.7%
XLE vs AEM
+6,207.3%
-5,208.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.6% | +1.2% |
| 7D | -6.7% | +13.9% | -20.6% | -8.6% |
| 30D | -4.4% | +0.8% | -5.2% | -4.9% |
| 3M | +4.0% | +5.8% | -1.8% | +2.4% |
| 6M | +13.2% | -1.0% | +14.1% | +11.8% |
| YTD | +41.9% | +13.1% | +28.8% | +36.1% |
| 1Y | +41.6% | +14.4% | +27.2% | +35.4% |
| 3Y | +64.0% | +325.7% | -261.7% | +25.3% |
| 5Y | +158.1% | +273.7% | -115.6% | +98.2% |
| 10Y | +163.9% | +390.1% | -226.2% | +84.3% |
| All | +998.7% | +6,207.3% | -5,208.5% | +477.3% |
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