+253.9%
XLI vs AEM
+378.0%
-124.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -1.7% | -2.1% | +0.5% | -1.5% |
| 30D | -7.3% | +8.4% | -15.7% | -8.0% |
| 3M | -1.3% | +27.3% | -28.6% | -3.5% |
| 6M | +2.2% | -9.7% | +11.9% | +2.5% |
| YTD | +11.7% | +19.0% | -7.2% | +9.7% |
| 1Y | +14.3% | +31.5% | -17.2% | +11.2% |
| 3Y | +70.3% | +338.7% | -268.4% | +51.4% |
| 5Y | +82.3% | +307.4% | -225.1% | +61.2% |
| All | +253.9% | +378.0% | -124.1% | +208.7% |
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