-65.3%
AAOX vs STLD
+45.0%
-110.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.7% | +11.9% | +11.6% |
| 7D | +15.2% | +2.7% | +12.6% | +12.8% |
| 30D | -40.3% | -8.4% | -31.9% | -35.2% |
| 3M | -81.2% | -9.9% | -71.3% | -79.4% |
| All | -65.3% | +45.0% | -110.3% | -57.4% |
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 · Available span rolling