+3,594.0%
AEM vs STT
+7,372.9%
-3,779.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +24.0% | +3.9% | +20.2% | +23.7% |
| 3M | +16.1% | +20.0% | -3.9% | +14.9% |
| 6M | -11.6% | +55.3% | -66.9% | -13.7% |
| YTD | +21.5% | +53.3% | -31.8% | +18.7% |
| 1Y | +39.2% | +74.7% | -35.5% | +35.0% |
| 3Y | +347.4% | +205.8% | +141.6% | +320.6% |
| 5Y | +290.1% | +145.0% | +145.1% | +268.2% |
| 10Y | +357.8% | +266.0% | +91.8% | +317.5% |
| All | +3,594.0% | +7,372.9% | -3,779.0% | +5,279.0% |
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 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