+3,523.1%
AEM vs STT
+6,508.4%
-2,985.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +4.6% |
| 7D | +17.8% | +0.9% | +16.9% | +17.8% |
| 30D | +6.2% | -2.3% | +8.6% | +6.4% |
| 3M | +12.5% | -7.0% | +19.5% | +13.0% |
| 6M | +4.4% | +15.5% | -11.1% | +3.6% |
| YTD | +19.2% | +35.6% | -16.4% | +17.3% |
| 1Y | +25.5% | +47.9% | -22.4% | +22.9% |
| 3Y | +346.4% | +181.1% | +165.4% | +321.9% |
| 5Y | +305.7% | +108.2% | +197.5% | +286.4% |
| 10Y | +375.9% | +201.0% | +174.9% | +339.0% |
| All | +3,523.1% | +6,508.4% | -2,985.3% | +5,213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling