+266.3%
AEM vs STZ
-28.3%
+294.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -1.2% | +14.9% | -16.1% | -3.5% |
| 3M | +2.5% | +8.4% | -5.9% | +1.0% |
| 6M | -5.1% | +2.8% | -7.9% | -5.8% |
| YTD | +10.4% | +7.5% | +2.9% | +8.2% |
| 1Y | +11.8% | +12.5% | -0.8% | +8.5% |
| 3Y | +315.6% | -35.4% | +351.1% | +349.6% |
| 5Y | +266.3% | -29.3% | +295.6% | +294.9% |
| All | +266.3% | -28.3% | +294.5% | +294.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling