-95.0%
AAOX vs STLD
+38.8%
-133.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.2% | -7.8% | -7.3% |
| 7D | -3.6% | +2.9% | -6.6% | -6.6% |
| 30D | -72.9% | -5.6% | -67.4% | -69.1% |
| 3M | -90.7% | -11.7% | -79.0% | -88.7% |
| 6M | -98.2% | -2.8% | -95.4% | -98.0% |
| All | -95.0% | +38.8% | -133.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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