+39.2%
AEM vs STZ
-10.2%
+49.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +24.0% | -1.9% | +25.9% | +24.2% |
| 3M | +16.1% | -6.2% | +22.3% | +16.7% |
| 6M | -11.6% | -14.0% | +2.4% | -9.9% |
| YTD | +21.5% | -5.1% | +26.7% | +22.0% |
| 1Y | +39.2% | -9.6% | +48.7% | +39.9% |
| All | +39.2% | -10.2% | +49.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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