+346.7%
AEM vs STZ
-10.3%
+357.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | -5.0% | -4.1% | -1.0% | -4.5% |
| 30D | +8.5% | -7.6% | +16.0% | +9.7% |
| 3M | +29.3% | -12.3% | +41.6% | +31.7% |
| 6M | -12.9% | -16.3% | +3.4% | -10.8% |
| YTD | +16.8% | -8.4% | +25.1% | +17.7% |
| 1Y | +29.8% | -10.8% | +40.7% | +31.2% |
| 3Y | +336.7% | -49.0% | +385.7% | +379.2% |
| 5Y | +299.9% | -36.5% | +336.4% | +324.0% |
| All | +346.7% | -10.3% | +357.1% | +321.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling