+34.1%
XLP vs AEM
+295.5%
-261.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -0.9% | +24.0% | -24.9% | -2.3% |
| 3M | +3.8% | +16.1% | -12.3% | +2.7% |
| 6M | -1.7% | -11.6% | +9.9% | -0.8% |
| YTD | +10.3% | +21.5% | -11.3% | +8.2% |
| 1Y | +7.8% | +39.2% | -31.4% | +4.1% |
| 3Y | +27.2% | +347.4% | -320.2% | +8.2% |
| All | +34.1% | +295.5% | -261.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling