+6,171.4%
AEM vs STZ
+10,953.7%
-4,782.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | -3.9% | +14.7% | -18.6% | -5.2% |
| 3M | -3.4% | +8.8% | -12.2% | -4.3% |
| 6M | -9.0% | +3.1% | -12.1% | -9.5% |
| YTD | +5.9% | +7.9% | -2.0% | +4.8% |
| 1Y | +4.0% | +14.2% | -10.2% | +2.3% |
| 3Y | +298.8% | -35.2% | +334.0% | +311.4% |
| 5Y | +250.7% | -29.6% | +280.3% | +258.5% |
| 10Y | +405.9% | +12.2% | +393.8% | +389.7% |
| All | +6,171.4% | +10,953.7% | -4,782.3% | +5,452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling