+248.8%
XLF vs AEM
+378.0%
-129.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.5% | -2.1% | +0.7% | -1.4% |
| 30D | -1.2% | +8.4% | -9.6% | -1.4% |
| 3M | +9.2% | +27.3% | -18.1% | +8.2% |
| 6M | +16.3% | -9.7% | +26.0% | +16.4% |
| YTD | +5.4% | +19.0% | -13.5% | +4.5% |
| 1Y | +7.6% | +31.5% | -23.9% | +6.3% |
| 3Y | +74.2% | +338.7% | -264.5% | +65.9% |
| 5Y | +66.1% | +307.4% | -241.3% | +57.6% |
| All | +248.8% | +378.0% | -129.2% | +235.0% |
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