+664.5%
STM vs AEM
+349.9%
+314.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +1.7% | +3.0% | -1.3% | +1.0% |
| 30D | -5.2% | +12.5% | -17.6% | -7.6% |
| 3M | -29.6% | +26.9% | -56.6% | -33.2% |
| 6M | +54.4% | -9.4% | +63.8% | +55.7% |
| YTD | +99.5% | +20.3% | +79.3% | +91.8% |
| 1Y | +100.8% | +33.8% | +67.0% | +88.9% |
| 3Y | +20.2% | +349.8% | -329.7% | -9.4% |
| 5Y | +21.1% | +301.0% | -279.9% | -9.0% |
| 10Y | +664.5% | +376.1% | +288.5% | +446.5% |
| All | +664.5% | +349.9% | +314.6% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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