+63.2%
XLF vs AEM
+298.9%
-235.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -2.9% | -5.0% | +2.2% | -2.5% |
| 30D | -1.6% | +8.5% | -10.1% | -2.3% |
| 3M | +9.3% | +29.3% | -20.0% | +7.0% |
| 6M | +14.6% | -12.9% | +27.5% | +15.3% |
| YTD | +4.7% | +16.8% | -12.0% | +2.6% |
| 1Y | +8.6% | +29.8% | -21.2% | +5.2% |
| 3Y | +73.9% | +336.7% | -262.9% | +48.4% |
| All | +63.2% | +298.9% | -235.7% | +38.0% |
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 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