+1,383.2%
STX vs AEM
+349.6%
+1,033.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.8% |
| 7D | +10.7% | +4.3% | +6.4% | +9.4% |
| 30D | +11.3% | +13.1% | -1.9% | +6.9% |
| 3M | +3.2% | +24.8% | -21.6% | -4.1% |
| 6M | +157.0% | -8.2% | +165.2% | +156.5% |
| YTD | +229.2% | +19.8% | +209.4% | +208.4% |
| 1Y | +381.8% | +32.1% | +349.8% | +343.8% |
| 3Y | +1,383.2% | +348.2% | +1,035.0% | +983.7% |
| All | +1,383.2% | +349.6% | +1,033.6% | +983.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling