+27.6%
SMTC vs AEE
+56.4%
-28.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | +11.0% | +1.7% | +9.3% | +10.6% |
| 30D | -28.5% | +9.7% | -38.2% | -30.3% |
| 3M | -14.2% | +5.9% | -20.1% | -15.5% |
| 6M | -18.0% | +6.7% | -24.7% | -20.0% |
| YTD | +55.5% | +17.4% | +38.1% | +47.3% |
| 1Y | +69.5% | +12.7% | +56.9% | +62.6% |
| 3Y | +699.7% | +68.2% | +631.4% | +564.0% |
| All | +27.6% | +56.4% | -28.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling