+343.5%
AEM vs SMTC
+565.9%
-222.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | +3.0% | +22.5% | -19.5% | +1.0% |
| 30D | +12.5% | +24.9% | -12.4% | +9.7% |
| 3M | +26.9% | +4.1% | +22.9% | +25.2% |
| 6M | -9.4% | +92.6% | -102.0% | -15.8% |
| YTD | +20.3% | +122.5% | -102.2% | +10.7% |
| 1Y | +33.8% | +166.2% | -132.4% | +21.6% |
| All | +343.5% | +565.9% | -222.3% | +250.9% |
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 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