+1,945.0%
STM vs AEM
+2,749.6%
-804.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +0.9% |
| 7D | -7.9% | +13.9% | -21.8% | -9.2% |
| 30D | -14.1% | +0.8% | -14.9% | -14.3% |
| 3M | -17.6% | +5.8% | -23.4% | -18.3% |
| 6M | -24.2% | -1.0% | -23.3% | -24.4% |
| YTD | +73.3% | +13.1% | +60.2% | +70.8% |
| 1Y | +90.1% | +14.4% | +75.7% | +87.1% |
| 3Y | +10.3% | +325.7% | -315.4% | -4.2% |
| 5Y | -5.7% | +273.7% | -279.5% | -18.0% |
| 10Y | +444.1% | +390.1% | +54.0% | +354.5% |
| All | +1,945.0% | +2,749.6% | -804.7% | +1,459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling