+1,972.8%
STX vs AEM
+412.5%
+1,560.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | -6.8% | +21.4% | +15.8% |
| 30D | -26.0% | +0.8% | -26.8% | -26.3% |
| 3M | -42.6% | -0.8% | -41.8% | -43.0% |
| 6M | -35.3% | -8.5% | -26.8% | -35.2% |
| YTD | +92.5% | +5.9% | +86.5% | +88.6% |
| 1Y | +102.4% | +6.6% | +95.8% | +98.1% |
| 3Y | +673.8% | +302.2% | +371.6% | +545.0% |
| 5Y | +463.1% | +250.8% | +212.3% | +368.1% |
| All | +1,972.8% | +412.5% | +1,560.4% | +1,525.7% |
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