+356.7%
AEM vs STT
+206.4%
+150.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +24.0% | +3.9% | +20.2% | +22.7% |
| 3M | +16.1% | +20.0% | -3.9% | +10.8% |
| 6M | -11.6% | +55.3% | -66.9% | -20.4% |
| YTD | +21.5% | +53.3% | -31.8% | +9.8% |
| 1Y | +39.2% | +74.7% | -35.5% | +22.8% |
| All | +356.7% | +206.4% | +150.3% | +245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling