+313.3%
AEM vs STLA
+168.9%
+144.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -2.2% |
| 7D | +1.4% | -11.6% | +13.0% | +1.9% |
| 30D | -1.2% | -6.2% | +5.0% | -0.9% |
| 3M | +2.5% | -24.6% | +27.1% | +3.6% |
| 6M | -5.1% | -44.9% | +39.8% | -3.1% |
| YTD | +10.4% | -62.3% | +72.7% | +13.5% |
| 1Y | +11.8% | -61.8% | +73.6% | +14.8% |
| 3Y | +315.6% | -75.3% | +391.0% | +331.5% |
| 5Y | +266.3% | -72.5% | +338.8% | +276.3% |
| 10Y | +427.4% | +0.8% | +426.6% | +448.9% |
| All | +313.3% | +168.9% | +144.4% | +301.4% |
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