+530.1%
SMTC vs AEE
+191.1%
+339.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +13.1% | -0.8% | +13.9% | +13.5% |
| 30D | +19.5% | -2.9% | +22.4% | +20.9% |
| 3M | +2.2% | -2.4% | +4.7% | +2.6% |
| 6M | +94.9% | -2.7% | +97.6% | +95.7% |
| YTD | +127.0% | +7.3% | +119.7% | +118.7% |
| 1Y | +174.6% | +7.5% | +167.0% | +163.9% |
| 3Y | +615.9% | +46.2% | +569.7% | +497.0% |
| 5Y | +125.6% | +39.7% | +85.9% | +88.3% |
| All | +530.1% | +191.1% | +339.0% | +358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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