+9,423.5%
STX vs AEM
+1,894.3%
+7,529.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.3% | -0.2% |
| 7D | -17.3% | +13.9% | -31.1% | -18.9% |
| 30D | -35.9% | +0.8% | -36.7% | -36.2% |
| 3M | -37.3% | +5.8% | -43.1% | -38.2% |
| 6M | -35.8% | -1.0% | -34.8% | -36.2% |
| YTD | +82.7% | +13.1% | +69.7% | +78.0% |
| 1Y | +71.6% | +14.4% | +57.2% | +66.9% |
| 3Y | +635.3% | +325.7% | +309.6% | +501.3% |
| 5Y | +483.8% | +273.7% | +210.0% | +377.4% |
| 10Y | +1,967.8% | +390.1% | +1,577.7% | +1,471.0% |
| All | +9,423.5% | +1,894.3% | +7,529.2% | +5,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling