+215.2%
XLY vs AEM
+378.0%
-162.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -4.2% | +8.4% | -12.6% | -5.0% |
| 3M | -2.7% | +27.3% | -30.0% | -5.0% |
| 6M | -0.6% | -9.7% | +9.0% | -0.3% |
| YTD | -5.0% | +19.0% | -24.0% | -7.0% |
| 1Y | -4.1% | +31.5% | -35.6% | -7.1% |
| 3Y | +33.6% | +338.7% | -305.1% | +15.2% |
| 5Y | +28.7% | +307.4% | -278.7% | +10.3% |
| All | +215.2% | +378.0% | -162.8% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling