+1,475.9%
XLK vs AEM
+6,535.1%
-5,059.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.2% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | -0.6% | +8.4% | -9.1% | -1.1% |
| 3M | +2.6% | +27.3% | -24.7% | +1.2% |
| 6M | +34.0% | -9.7% | +43.6% | +34.3% |
| YTD | +30.7% | +19.0% | +11.7% | +29.2% |
| 1Y | +39.2% | +31.5% | +7.7% | +36.9% |
| 3Y | +120.4% | +338.7% | -218.3% | +105.0% |
| 5Y | +148.8% | +307.4% | -158.6% | +131.0% |
| 10Y | +803.3% | +370.9% | +432.4% | +727.8% |
| All | +1,475.9% | +6,535.1% | -5,059.3% | +1,704.2% |
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