+408.6%
AEM vs STLD
+790.2%
-381.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -5.6% | +6.9% | -12.5% | -6.3% |
| 30D | -3.9% | -1.5% | -2.4% | -3.8% |
| 3M | -3.4% | -9.7% | +6.2% | -2.7% |
| 6M | -9.0% | +2.3% | -11.4% | -9.6% |
| YTD | +5.9% | +41.0% | -35.1% | +1.7% |
| 1Y | +4.0% | +51.8% | -47.8% | -0.9% |
| 3Y | +298.8% | +126.4% | +172.4% | +260.0% |
| 5Y | +250.7% | +285.7% | -35.0% | +196.7% |
| All | +408.6% | +790.2% | -381.7% | +293.9% |
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