+891.0%
XLV vs AEM
+6,413.3%
-5,522.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.5% |
| 7D | -4.4% | -5.0% | +0.7% | -4.2% |
| 30D | -1.4% | +8.5% | -9.9% | -1.7% |
| 3M | +8.9% | +29.3% | -20.4% | +7.9% |
| 6M | +9.1% | -12.9% | +22.0% | +9.4% |
| YTD | +7.9% | +16.8% | -8.8% | +7.2% |
| 1Y | +22.7% | +29.8% | -7.1% | +21.4% |
| 3Y | +31.9% | +336.7% | -304.8% | +25.4% |
| 5Y | +34.9% | +299.9% | -265.1% | +28.1% |
| 10Y | +173.9% | +362.2% | -188.4% | +157.6% |
| All | +891.0% | +6,413.3% | -5,522.2% | +910.2% |
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