+390.1%
AEM vs STRL
+3,927.3%
-3,537.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -5.1% |
| 7D | +13.9% | -19.8% | +33.7% | +15.0% |
| 30D | +0.8% | -43.6% | +44.3% | +4.4% |
| 3M | +5.8% | -45.2% | +51.0% | +9.6% |
| 6M | -1.0% | -65.7% | +64.8% | +5.5% |
| YTD | +13.1% | -5.4% | +18.5% | +12.9% |
| 1Y | +14.4% | -24.7% | +39.1% | +15.3% |
| 3Y | +325.7% | +335.0% | -9.3% | +301.2% |
| 5Y | +273.7% | +915.3% | -641.5% | +242.6% |
| 10Y | +390.1% | +3,877.5% | -3,487.4% | +351.5% |
| All | +390.1% | +3,927.3% | -3,537.2% | +351.5% |
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