+249.0%
AEM vs STLD
+274.1%
-25.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.5% |
| 7D | -6.8% | +2.9% | -9.8% | -7.3% |
| 30D | +0.8% | -5.6% | +6.4% | +1.5% |
| 3M | -0.8% | -11.7% | +10.9% | +0.5% |
| 6M | -8.5% | -2.8% | -5.7% | -8.7% |
| YTD | +5.9% | +36.4% | -30.5% | +0.6% |
| 1Y | +6.6% | +50.0% | -43.4% | 0.0% |
| 3Y | +302.2% | +122.3% | +179.9% | +247.2% |
| All | +249.0% | +274.1% | -25.1% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling