+33.8%
AEM vs STRL
+72.5%
-38.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +3.0% | +8.2% | -5.2% | +1.7% |
| 30D | +12.5% | -6.3% | +18.8% | +13.3% |
| 3M | +26.9% | -41.2% | +68.1% | +36.3% |
| 6M | -9.4% | +20.4% | -29.8% | -16.3% |
| YTD | +20.3% | +61.7% | -41.4% | +4.2% |
| 1Y | +33.8% | +72.7% | -38.9% | +13.3% |
| All | +33.8% | +72.5% | -38.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling