+355.1%
AEM vs SMTC
+548.2%
-193.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.4% |
| 7D | -2.1% | +13.1% | -15.2% | -3.3% |
| 30D | +8.4% | +19.5% | -11.0% | +6.3% |
| 3M | +27.3% | +2.2% | +25.0% | +25.8% |
| 6M | -9.7% | +94.9% | -104.5% | -16.0% |
| YTD | +19.0% | +127.0% | -108.0% | +9.2% |
| 1Y | +31.5% | +174.6% | -143.1% | +18.7% |
| 3Y | +338.7% | +615.9% | -277.2% | +249.9% |
| 5Y | +307.4% | +125.6% | +181.8% | +244.9% |
| All | +355.1% | +548.2% | -193.1% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling