+20.7%
XLK vs AEM
+17.3%
+3.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | -2.1% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | -12.2% | +0.1% | -12.2% | -12.3% |
| 3M | -5.5% | +22.1% | -27.5% | -10.7% |
| 6M | +9.2% | +2.4% | +6.7% | +6.9% |
| YTD | +23.0% | +8.9% | +14.1% | +15.2% |
| 1Y | +20.7% | +18.7% | +2.0% | +7.7% |
| All | +20.7% | +17.3% | +3.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling