+296.6%
AEM vs STLA
+152.6%
+144.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -3.8% |
| 7D | -5.6% | -13.1% | +7.4% | -5.1% |
| 30D | -3.9% | -13.3% | +9.4% | -3.3% |
| 3M | -3.4% | -27.9% | +24.4% | -2.3% |
| 6M | -9.0% | -47.8% | +38.8% | -7.0% |
| YTD | +5.9% | -64.6% | +70.5% | +9.2% |
| 1Y | +4.0% | -64.0% | +68.0% | +7.1% |
| 3Y | +298.8% | -76.8% | +375.6% | +315.1% |
| 5Y | +250.7% | -74.2% | +324.9% | +261.3% |
| 10Y | +405.9% | -5.4% | +411.3% | +428.0% |
| All | +296.6% | +152.6% | +144.0% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling