+355.1%
AEM vs STT
+271.9%
+83.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | +8.4% | +1.7% | +6.7% | +8.3% |
| 3M | +27.3% | +17.9% | +9.4% | +26.0% |
| 6M | -9.7% | +55.3% | -64.9% | -11.9% |
| YTD | +19.0% | +52.7% | -33.7% | +16.1% |
| 1Y | +31.5% | +75.7% | -44.2% | +27.6% |
| 3Y | +338.7% | +197.9% | +140.8% | +316.5% |
| 5Y | +307.4% | +158.8% | +148.7% | +282.7% |
| All | +355.1% | +271.9% | +83.1% | +347.0% |
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