+302.8%
AEM vs STLD
+292.4%
+10.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | -0.5% | +3.1% | -3.7% | -1.0% |
| 30D | +24.0% | -9.0% | +33.0% | +25.4% |
| 3M | +16.1% | -12.4% | +28.5% | +18.0% |
| 6M | -11.6% | +25.5% | -37.1% | -14.9% |
| YTD | +21.5% | +43.6% | -22.1% | +15.1% |
| 1Y | +39.2% | +87.2% | -48.0% | +27.1% |
| 3Y | +347.4% | +135.2% | +212.2% | +286.7% |
| All | +302.8% | +292.4% | +10.4% | +209.3% |
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