+80.4%
XLI vs AEM
+294.2%
-213.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| YTD | +10.5% | +16.8% | -6.2% | +7.8% |
| 1Y | +14.1% | +29.8% | -15.7% | +9.8% |
| 3Y | +68.6% | +336.7% | -268.1% | +39.2% |
| 5Y | +80.4% | +299.9% | -219.5% | +47.4% |
| All | +80.4% | +294.2% | -213.8% | +47.4% |
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