+1,111.5%
XLI vs AEM
+6,584.1%
-5,472.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.0% | +4.3% | -3.4% | +0.7% |
| 30D | -5.8% | +13.1% | -18.9% | -6.5% |
| 3M | +0.7% | +24.8% | -24.1% | -0.7% |
| 6M | +3.2% | -8.2% | +11.4% | +3.4% |
| YTD | +13.0% | +19.8% | -6.8% | +11.5% |
| 1Y | +16.8% | +32.1% | -15.3% | +14.4% |
| 3Y | +72.4% | +348.2% | -275.8% | +57.3% |
| 5Y | +82.8% | +297.5% | -214.7% | +66.7% |
| 10Y | +252.4% | +343.3% | -90.9% | +214.4% |
| All | +1,111.5% | +6,584.1% | -5,472.6% | +1,011.2% |
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