+302.2%
AEM vs SMTC
+698.5%
-396.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | -6.8% | +11.0% | -17.9% | -7.8% |
| 30D | +0.8% | -28.5% | +29.3% | +3.4% |
| 3M | -0.8% | -14.2% | +13.4% | -0.8% |
| 6M | -8.5% | -18.0% | +9.5% | -8.7% |
| YTD | +5.9% | +55.5% | -49.6% | -0.6% |
| 1Y | +6.6% | +69.5% | -62.9% | -0.7% |
| 3Y | +302.2% | +699.7% | -397.5% | +217.6% |
| All | +302.2% | +698.5% | -396.3% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling