+44.2%
XLU vs AEM
+306.3%
-262.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -3.3% | +8.4% | -11.7% | -4.6% |
| 3M | -3.2% | +27.3% | -30.4% | -6.8% |
| 6M | -7.0% | -9.7% | +2.7% | -6.1% |
| YTD | +0.6% | +19.0% | -18.3% | -3.4% |
| 1Y | +2.4% | +31.5% | -29.0% | -3.8% |
| 3Y | +46.3% | +338.7% | -292.4% | +8.6% |
| All | +44.2% | +306.3% | -262.1% | +6.7% |
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 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