+408.7%
AEM vs STRL
+3,697.3%
-3,288.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | -6.8% | +15.7% | -22.5% | -7.8% |
| 30D | +0.8% | -35.5% | +36.3% | +3.5% |
| 3M | -0.8% | -47.1% | +46.3% | +3.1% |
| 6M | -8.5% | -65.8% | +57.3% | -2.5% |
| YTD | +5.9% | -4.5% | +10.5% | +5.6% |
| 1Y | +6.6% | -10.5% | +17.1% | +6.6% |
| 3Y | +302.2% | +340.6% | -38.4% | +276.7% |
| 5Y | +250.8% | +911.0% | -660.2% | +218.7% |
| All | +408.7% | +3,697.3% | -3,288.6% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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