+90.1%
STM vs AEM
+16.4%
+73.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +2.4% |
| 7D | -7.9% | +13.9% | -21.8% | -13.2% |
| 30D | -14.1% | +0.8% | -14.9% | -14.6% |
| 3M | -17.6% | +5.8% | -23.4% | -20.7% |
| 6M | -24.2% | -1.0% | -23.3% | -26.2% |
| YTD | +73.3% | +13.1% | +60.2% | +63.5% |
| 1Y | +90.1% | +14.4% | +75.7% | +78.2% |
| All | +90.1% | +16.4% | +73.6% | +78.2% |
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