+365.4%
STX vs AEM
+40.5%
+324.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.8% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +1.4% | +24.0% | -22.6% | -8.5% |
| 3M | -8.2% | +16.1% | -24.3% | -15.5% |
| 6M | +127.0% | -11.6% | +138.6% | +132.5% |
| YTD | +209.1% | +21.5% | +187.6% | +167.1% |
| 1Y | +365.4% | +39.2% | +326.2% | +265.0% |
| All | +365.4% | +40.5% | +324.9% | +265.0% |
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