+68.5%
XLI vs AEM
+331.1%
-262.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | -2.3% | -5.0% | +2.7% | -1.7% |
| 30D | -8.2% | +8.5% | -16.6% | -9.2% |
| 3M | +0.8% | +29.3% | -28.5% | -2.6% |
| 6M | +0.8% | -12.9% | +13.8% | +1.5% |
| YTD | +10.5% | +16.8% | -6.2% | +8.1% |
| 1Y | +14.1% | +29.8% | -15.7% | +10.2% |
| All | +68.5% | +331.1% | -262.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling