+3,574.7%
STX vs AEM
+383.3%
+3,191.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +9.6% | +3.0% | +6.6% | +9.0% |
| 30D | +10.6% | +12.5% | -1.9% | +8.3% |
| 3M | +4.8% | +26.9% | -22.2% | +0.6% |
| 6M | +137.3% | -9.4% | +146.7% | +138.0% |
| YTD | +222.5% | +20.3% | +202.2% | +211.8% |
| 1Y | +366.2% | +33.8% | +332.4% | +345.4% |
| 3Y | +1,352.9% | +349.8% | +1,003.1% | +1,112.9% |
| 5Y | +1,077.4% | +301.0% | +776.4% | +878.5% |
| All | +3,574.7% | +383.3% | +3,191.4% | +2,804.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling