+376.1%
AEM vs STRL
+7,055.3%
-6,679.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.0% | +8.2% | -5.2% | +2.4% |
| 30D | +12.5% | -6.3% | +18.8% | +12.9% |
| 3M | +26.9% | -41.2% | +68.1% | +30.9% |
| 6M | -9.4% | +20.4% | -29.8% | -11.1% |
| YTD | +20.3% | +61.7% | -41.4% | +16.4% |
| 1Y | +33.8% | +72.7% | -38.9% | +29.1% |
| 3Y | +349.8% | +530.9% | -181.1% | +312.5% |
| 5Y | +301.0% | +2,125.4% | -1,824.4% | +256.9% |
| 10Y | +376.1% | +7,301.3% | -6,925.3% | +295.1% |
| All | +376.1% | +7,055.3% | -6,679.3% | +295.1% |
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