+356.7%
AEM vs STLD
+144.6%
+212.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.0% |
| 7D | -0.5% | +3.1% | -3.7% | -0.9% |
| 30D | +24.0% | -9.0% | +33.0% | +25.3% |
| 3M | +16.1% | -12.4% | +28.5% | +17.7% |
| 6M | -11.6% | +25.5% | -37.1% | -14.5% |
| YTD | +21.5% | +43.6% | -22.1% | +16.5% |
| 1Y | +39.2% | +87.2% | -48.0% | +30.5% |
| All | +356.7% | +144.6% | +212.1% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling