+5,446.0%
AEM vs STRL
+11,526.8%
-6,080.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.0% | -10.2% | +4.5% |
| 7D | +17.8% | -13.3% | +31.2% | +18.0% |
| 30D | +6.2% | -43.3% | +49.6% | +7.5% |
| 3M | +12.5% | -46.9% | +59.4% | +14.0% |
| 6M | +4.4% | -65.6% | +70.0% | +6.6% |
| YTD | +19.2% | -5.1% | +24.3% | +18.9% |
| 1Y | +25.5% | -23.1% | +48.6% | +25.6% |
| 3Y | +346.4% | +346.8% | -0.4% | +330.9% |
| 5Y | +305.7% | +907.2% | -601.5% | +285.1% |
| 10Y | +375.9% | +3,988.2% | -3,612.3% | +337.5% |
| All | +5,446.0% | +11,526.8% | -6,080.8% | +5,452.7% |
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