+123.8%
STX vs AEM
+17.3%
+106.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.7% | -17.8% | -11.0% |
| 7D | -20.2% | +0.2% | -20.4% | -20.2% |
| 30D | -37.2% | +0.1% | -37.3% | -37.3% |
| 3M | -34.1% | +22.1% | -56.1% | -41.4% |
| 6M | -24.5% | +2.4% | -26.9% | -27.9% |
| YTD | +102.9% | +8.9% | +94.0% | +73.5% |
| 1Y | +123.8% | +18.7% | +105.1% | +68.4% |
| All | +123.8% | +17.3% | +106.5% | +68.4% |
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