+348.2%
AEM vs STZ
-50.3%
+398.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.6% |
| 7D | +4.3% | -7.4% | +11.7% | +5.4% |
| 30D | +13.1% | -10.9% | +24.0% | +14.8% |
| 3M | +24.8% | -13.4% | +38.2% | +27.1% |
| 6M | -8.2% | -16.2% | +8.0% | -6.1% |
| YTD | +19.8% | -10.4% | +30.3% | +21.1% |
| 1Y | +32.1% | -14.8% | +46.8% | +34.3% |
| 3Y | +348.2% | -50.1% | +398.3% | +390.9% |
| All | +348.2% | -50.3% | +398.5% | +390.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling