+301.0%
AEM vs STLD
+255.4%
+45.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +15.8% | -11.1% | +27.0% | +17.6% |
| 30D | +6.2% | -4.8% | +11.0% | +6.8% |
| 3M | +14.3% | -14.6% | +28.9% | +16.5% |
| 6M | +1.4% | -7.4% | +8.8% | +1.9% |
| YTD | +13.7% | +32.6% | -18.8% | +8.5% |
| 1Y | +21.3% | +47.3% | -26.0% | +14.2% |
| 3Y | +309.9% | +107.5% | +202.4% | +258.8% |
| All | +301.0% | +255.4% | +45.6% | +203.5% |
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