+4,391.7%
XOM vs AEM
+3,500.5%
+891.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | +3.4% | +12.5% | -9.0% | +2.4% |
| 3M | +11.0% | +26.9% | -15.9% | +8.8% |
| 6M | +10.6% | -9.4% | +20.1% | +10.8% |
| YTD | +39.2% | +20.3% | +18.9% | +36.2% |
| 1Y | +52.7% | +33.8% | +18.9% | +47.8% |
| 3Y | +56.8% | +349.8% | -293.0% | +37.1% |
| 5Y | +261.8% | +301.0% | -39.2% | +217.0% |
| 10Y | +191.3% | +376.1% | -184.8% | +146.0% |
| All | +4,391.7% | +3,500.5% | +891.3% | +3,216.2% |
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