+297.5%
AEM vs STLA
-62.5%
+360.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.1% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +13.1% | -2.4% | +15.5% | +13.3% |
| 3M | +24.8% | -23.9% | +48.7% | +28.1% |
| 6M | -8.2% | -24.6% | +16.4% | -5.7% |
| YTD | +19.8% | -50.5% | +70.3% | +26.6% |
| 1Y | +32.1% | -39.8% | +71.9% | +36.0% |
| 3Y | +348.2% | -65.6% | +413.8% | +395.4% |
| 5Y | +297.5% | -62.1% | +359.6% | +312.1% |
| All | +297.5% | -62.5% | +360.0% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling