+1,096.1%
XLY vs AEM
+6,413.3%
-5,317.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | -3.9% | -5.0% | +1.2% | -3.6% |
| 30D | -6.1% | +8.5% | -14.6% | -6.5% |
| 3M | -1.2% | +29.3% | -30.4% | -2.5% |
| 6M | -1.8% | -12.9% | +11.2% | -1.4% |
| YTD | -5.9% | +16.8% | -22.6% | -6.9% |
| 1Y | -3.1% | +29.8% | -32.9% | -4.7% |
| 3Y | +36.0% | +336.7% | -300.8% | +25.9% |
| 5Y | +27.6% | +299.9% | -272.4% | +18.0% |
| 10Y | +216.8% | +362.2% | -145.4% | +188.1% |
| All | +1,096.1% | +6,413.3% | -5,317.2% | +992.3% |
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