+319.1%
AEM vs STLA
-75.4%
+394.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -2.0% |
| 7D | +1.4% | -11.6% | +13.0% | +2.5% |
| 30D | -1.2% | -6.2% | +5.0% | -0.6% |
| 3M | +2.5% | -24.6% | +27.1% | +4.8% |
| 6M | -5.1% | -44.9% | +39.8% | -1.2% |
| YTD | +10.4% | -62.3% | +72.7% | +15.0% |
| 1Y | +11.8% | -61.8% | +73.6% | +16.1% |
| All | +319.1% | -75.4% | +394.5% | +388.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling