-5.4%
STM vs AA
-16.1%
+10.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.9% |
| 7D | +16.3% | +5.3% | +11.0% | +14.3% |
| 30D | -6.3% | -2.3% | -4.0% | -5.3% |
| 3M | -14.1% | -20.8% | +6.7% | -7.2% |
| 6M | -19.6% | -39.8% | +20.2% | -4.9% |
| YTD | +80.1% | -23.3% | +103.4% | +94.1% |
| 1Y | +95.4% | +1.8% | +93.5% | +91.8% |
| 3Y | +14.7% | +69.5% | -54.8% | -9.1% |
| 5Y | -5.4% | -18.0% | +12.6% | -10.4% |
| All | -5.4% | -16.1% | +10.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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