+5,554.5%
AEM vs STRL
+19,359.6%
-13,805.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.3% |
| 7D | -0.5% | +3.4% | -3.9% | -0.6% |
| 30D | +24.0% | -9.2% | +33.3% | +24.3% |
| 3M | +16.1% | -51.0% | +67.1% | +17.8% |
| 6M | -11.6% | +15.8% | -27.4% | -12.2% |
| YTD | +21.5% | +58.9% | -37.3% | +20.0% |
| 1Y | +39.2% | +68.5% | -29.3% | +37.1% |
| 3Y | +347.4% | +485.2% | -137.8% | +329.0% |
| 5Y | +290.1% | +2,005.1% | -1,715.0% | +265.2% |
| 10Y | +357.8% | +7,118.0% | -6,760.2% | +316.0% |
| All | +5,554.5% | +19,359.6% | -13,805.1% | +5,503.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling