+139.5%
XLP vs AEM
+412.5%
-273.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -6.8% | +9.4% | +3.0% |
| 30D | +7.3% | +0.8% | +6.5% | +7.1% |
| 3M | +8.1% | -0.8% | +8.9% | +7.9% |
| 6M | +10.5% | -8.5% | +19.0% | +10.7% |
| YTD | +21.2% | +5.9% | +15.2% | +19.8% |
| 1Y | +22.7% | +6.6% | +16.1% | +21.1% |
| 3Y | +44.8% | +302.2% | -257.4% | +27.7% |
| 5Y | +44.7% | +250.8% | -206.1% | +27.6% |
| All | +139.5% | +412.5% | -273.0% | +106.1% |
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