+427.4%
AEM vs STT
+203.9%
+223.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.5% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -1.2% | -0.4% | -0.7% | -1.2% |
| 3M | +2.5% | -6.5% | +9.0% | +3.0% |
| 6M | -5.1% | +17.2% | -22.3% | -5.9% |
| YTD | +10.4% | +38.2% | -27.8% | +8.4% |
| 1Y | +11.8% | +49.3% | -37.5% | +9.4% |
| 3Y | +315.6% | +181.9% | +133.7% | +296.3% |
| 5Y | +266.3% | +106.9% | +159.3% | +244.6% |
| 10Y | +427.4% | +203.1% | +224.2% | +437.4% |
| All | +427.4% | +203.9% | +223.4% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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