+2,312.4%
SMTC vs AEE
+892.1%
+1,420.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | +11.0% | +1.7% | +9.3% | +10.3% |
| 30D | -28.5% | +9.7% | -38.2% | -31.3% |
| 3M | -14.2% | +5.9% | -20.1% | -16.4% |
| 6M | -18.0% | +6.7% | -24.7% | -20.8% |
| YTD | +55.5% | +17.4% | +38.1% | +44.7% |
| 1Y | +69.5% | +12.7% | +56.9% | +60.2% |
| 3Y | +699.7% | +68.2% | +631.4% | +537.9% |
| 5Y | +27.4% | +57.3% | -29.9% | +3.1% |
| 10Y | +335.7% | +220.6% | +115.1% | +164.6% |
| All | +2,312.4% | +892.1% | +1,420.3% | +1,064.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling