+346.7%
AEM vs STLA
+51.6%
+295.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -5.0% | -3.8% | -1.2% | -4.8% |
| 30D | +8.5% | -3.1% | +11.6% | +8.7% |
| 3M | +29.3% | -19.6% | +48.9% | +31.2% |
| 6M | -12.9% | -23.5% | +10.6% | -11.2% |
| YTD | +16.8% | -51.5% | +68.3% | +21.7% |
| 1Y | +29.8% | -39.7% | +69.5% | +32.9% |
| 3Y | +336.7% | -66.3% | +403.1% | +364.3% |
| 5Y | +299.9% | -63.1% | +363.1% | +315.7% |
| All | +346.7% | +51.6% | +295.1% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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