+635.3%
STX vs AEM
+327.2%
+308.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.3% | +0.3% |
| 7D | -17.3% | +13.9% | -31.1% | -20.1% |
| 30D | -35.9% | +0.8% | -36.7% | -36.2% |
| 3M | -37.3% | +5.8% | -43.1% | -39.0% |
| 6M | -35.8% | -1.0% | -34.8% | -37.2% |
| YTD | +82.7% | +13.1% | +69.7% | +72.8% |
| 1Y | +71.6% | +14.4% | +57.2% | +61.8% |
| 3Y | +635.3% | +325.7% | +309.6% | +442.9% |
| All | +635.3% | +327.2% | +308.1% | +442.9% |
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 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