+22.5%
STM vs AEM
+297.7%
-275.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +5.2% | +4.3% | +0.9% | +4.2% |
| 30D | -7.4% | +13.1% | -20.5% | -10.3% |
| 3M | -30.6% | +24.8% | -55.4% | -34.5% |
| 6M | +66.4% | -8.2% | +74.6% | +66.7% |
| YTD | +101.1% | +19.8% | +81.3% | +92.6% |
| 1Y | +97.4% | +32.1% | +65.3% | +85.5% |
| 3Y | +21.1% | +348.2% | -327.1% | -9.2% |
| 5Y | +22.5% | +297.5% | -275.0% | -9.6% |
| All | +22.5% | +297.7% | -275.2% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling