+343.3%
AEM vs STLD
+1,072.4%
-729.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +4.3% | +2.7% | +1.7% | +4.0% |
| 30D | +13.1% | -8.4% | +21.6% | +14.0% |
| 3M | +24.8% | -9.9% | +34.6% | +25.9% |
| 6M | -8.2% | +33.0% | -41.3% | -11.4% |
| YTD | +19.8% | +42.6% | -22.7% | +14.8% |
| 1Y | +32.1% | +80.8% | -48.7% | +23.2% |
| 3Y | +348.2% | +143.4% | +204.8% | +299.8% |
| 5Y | +297.5% | +293.4% | +4.1% | +232.6% |
| 10Y | +343.3% | +1,080.4% | -737.1% | +164.0% |
| All | +343.3% | +1,072.4% | -729.1% | +164.0% |
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