+465.1%
STM vs AEM
+412.5%
+52.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -6.8% | +18.9% | +13.6% |
| 30D | -0.4% | +0.8% | -1.2% | -0.9% |
| 3M | -13.2% | -0.8% | -12.3% | -13.6% |
| 6M | -26.1% | -8.5% | -17.6% | -25.5% |
| YTD | +81.2% | +5.9% | +75.2% | +77.9% |
| 1Y | +98.3% | +6.6% | +91.7% | +94.3% |
| 3Y | +16.7% | +302.2% | -285.5% | -10.4% |
| 5Y | -4.8% | +250.8% | -255.6% | -27.0% |
| All | +465.1% | +412.5% | +52.6% | +300.8% |
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