+126.7%
XLP vs AEM
+344.9%
-218.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +0.7% | +15.8% | -15.1% | -0.2% |
| 30D | +10.3% | +6.2% | +4.1% | +9.7% |
| 3M | +6.5% | +14.3% | -7.8% | +5.3% |
| 6M | +8.4% | +1.4% | +7.0% | +7.9% |
| YTD | +18.2% | +13.7% | +4.5% | +16.3% |
| 1Y | +22.4% | +21.3% | +1.1% | +19.8% |
| 3Y | +41.9% | +309.9% | -268.0% | +24.9% |
| 5Y | +40.9% | +301.0% | -260.1% | +22.9% |
| All | +126.7% | +344.9% | -218.1% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling