+346.4%
AEM vs STRL
+337.2%
+9.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.0% | -10.2% | +3.1% |
| 7D | +17.8% | -13.3% | +31.2% | +18.6% |
| 30D | +6.2% | -43.3% | +49.6% | +13.0% |
| 3M | +12.5% | -46.9% | +59.4% | +20.3% |
| 6M | +4.4% | -65.6% | +70.0% | +16.8% |
| YTD | +19.2% | -5.1% | +24.3% | +16.8% |
| 1Y | +25.5% | -23.1% | +48.6% | +25.3% |
| 3Y | +346.4% | +346.8% | -0.4% | +307.0% |
| All | +346.4% | +337.2% | +9.3% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling