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  • AEM vs STLD✓SelectedUSD · STLDAEM vs STLD performance historyLatest closeAs of-1.41%09/08
Stock and ETF performance explorer

AEM vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+343.3%
STLD return
+1,072.4%
Excess return
-729.1%
Maximum drawdown
-54.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
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