+35.5%
XLV vs AEM
+306.3%
-270.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -3.6% | -2.1% | -1.4% | -3.4% |
| 30D | -1.8% | +8.4% | -10.3% | -2.6% |
| 3M | +7.8% | +27.3% | -19.5% | +5.4% |
| 6M | +9.1% | -9.7% | +18.8% | +9.7% |
| YTD | +7.7% | +19.0% | -11.2% | +5.5% |
| 1Y | +20.4% | +31.5% | -11.1% | +16.6% |
| 3Y | +30.8% | +338.7% | -307.9% | +11.1% |
| All | +35.5% | +306.3% | -270.9% | +14.6% |
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