+297.5%
AEM vs STT
+150.3%
+147.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +4.3% | +2.2% | +2.2% | +3.9% |
| 30D | +13.1% | +3.9% | +9.2% | +12.3% |
| 3M | +24.8% | +19.2% | +5.6% | +20.9% |
| 6M | -8.2% | +60.4% | -68.6% | -15.4% |
| YTD | +19.8% | +51.5% | -31.6% | +11.5% |
| 1Y | +32.1% | +76.3% | -44.2% | +20.2% |
| 3Y | +348.2% | +200.7% | +147.4% | +272.7% |
| 5Y | +297.5% | +157.5% | +140.0% | +202.2% |
| All | +297.5% | +150.3% | +147.1% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling