+633.7%
XLU vs AEM
+6,413.3%
-5,779.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -1.2% | -5.0% | +3.9% | -0.8% |
| 30D | -2.5% | +8.5% | -11.0% | -3.2% |
| 3M | -2.7% | +29.3% | -32.0% | -4.7% |
| 6M | -7.5% | -12.9% | +5.5% | -6.9% |
| YTD | +0.9% | +16.8% | -15.8% | -0.8% |
| 1Y | +3.3% | +29.8% | -26.5% | +0.6% |
| 3Y | +47.3% | +336.7% | -289.4% | +31.3% |
| 5Y | +44.4% | +299.9% | -255.5% | +28.6% |
| 10Y | +140.8% | +362.2% | -221.4% | +108.7% |
| All | +633.7% | +6,413.3% | -5,779.6% | +510.9% |
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 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