+100.8%
STM vs AEM
+31.8%
+68.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +1.7% | +3.0% | -1.3% | +0.4% |
| 30D | -5.2% | +12.5% | -17.6% | -10.2% |
| 3M | -29.6% | +26.9% | -56.6% | -37.2% |
| 6M | +54.4% | -9.4% | +63.8% | +53.1% |
| YTD | +99.5% | +20.3% | +79.3% | +87.1% |
| 1Y | +100.8% | +33.8% | +67.0% | +90.0% |
| All | +100.8% | +31.8% | +68.9% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling