+297.5%
AEM vs STRL
+2,093.0%
-1,795.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.8% |
| 7D | +4.3% | +10.1% | -5.8% | +3.1% |
| 30D | +13.1% | -8.2% | +21.3% | +14.0% |
| 3M | +24.8% | -43.7% | +68.5% | +32.1% |
| 6M | -8.2% | +27.1% | -35.3% | -12.3% |
| YTD | +19.8% | +64.0% | -44.2% | +11.5% |
| 1Y | +32.1% | +75.2% | -43.1% | +22.0% |
| 3Y | +348.2% | +539.9% | -191.7% | +260.5% |
| 5Y | +297.5% | +2,133.0% | -1,835.5% | +161.1% |
| All | +297.5% | +2,093.0% | -1,795.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling