+375.9%
AEM vs STLD
+779.4%
-403.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.6% |
| 7D | +17.8% | -9.7% | +27.5% | +19.0% |
| 30D | +6.2% | -4.5% | +10.8% | +6.6% |
| 3M | +12.5% | -13.1% | +25.6% | +13.9% |
| 6M | +4.4% | -2.8% | +7.2% | +4.3% |
| YTD | +19.2% | +35.3% | -16.1% | +15.0% |
| 1Y | +25.5% | +51.4% | -25.9% | +19.8% |
| 3Y | +346.4% | +117.9% | +228.5% | +305.5% |
| 5Y | +305.7% | +272.6% | +33.1% | +245.7% |
| 10Y | +375.9% | +782.2% | -406.3% | +309.2% |
| All | +375.9% | +779.4% | -403.5% | +309.2% |
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