+408.7%
AEM vs STT
+198.3%
+210.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -6.8% | +4.8% | -11.6% | -7.2% |
| 30D | +0.8% | +3.9% | -3.1% | +0.5% |
| 3M | -0.8% | -8.2% | +7.3% | -0.3% |
| 6M | -8.5% | +15.6% | -24.1% | -9.3% |
| YTD | +5.9% | +37.6% | -31.7% | +4.1% |
| 1Y | +6.6% | +50.1% | -43.5% | +4.3% |
| 3Y | +302.2% | +183.1% | +119.1% | +283.4% |
| 5Y | +250.8% | +104.8% | +146.0% | +230.1% |
| All | +408.7% | +198.3% | +210.4% | +413.3% |
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