+412.9%
XLF vs AEM
+6,608.3%
-6,195.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.0% | +3.0% | -4.0% | -1.2% |
| 30D | -1.3% | +12.5% | -13.8% | -1.8% |
| 3M | +9.1% | +26.9% | -17.8% | +7.9% |
| 6M | +14.4% | -9.4% | +23.8% | +14.6% |
| YTD | +5.1% | +20.3% | -15.2% | +3.9% |
| 1Y | +8.6% | +33.8% | -25.1% | +6.8% |
| 3Y | +74.4% | +349.8% | -275.4% | +62.4% |
| 5Y | +64.4% | +301.0% | -236.7% | +52.9% |
| 10Y | +251.6% | +376.1% | -124.5% | +220.0% |
| All | +412.9% | +6,608.3% | -6,195.4% | +386.5% |
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