+427.4%
AEM vs STLD
+802.0%
-374.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | +1.4% | -0.5% | +1.8% | +1.3% |
| 30D | -1.2% | -0.1% | -1.1% | -1.3% |
| 3M | +2.5% | -9.2% | +11.7% | +3.3% |
| 6M | -5.1% | +1.8% | -6.8% | -5.6% |
| YTD | +10.4% | +42.1% | -31.7% | +5.9% |
| 1Y | +11.8% | +58.5% | -46.8% | +6.1% |
| 3Y | +315.6% | +128.2% | +187.4% | +275.0% |
| 5Y | +266.3% | +288.2% | -22.0% | +209.7% |
| 10Y | +427.4% | +799.8% | -372.5% | +303.0% |
| All | +427.4% | +802.0% | -374.7% | +303.0% |
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