+1,712.6%
AEM vs STLD
+8,008.3%
-6,295.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +15.8% | -11.1% | +27.0% | +18.4% |
| 30D | +6.2% | -4.8% | +11.0% | +7.0% |
| 3M | +14.3% | -14.6% | +28.9% | +17.3% |
| 6M | +1.4% | -7.4% | +8.8% | +2.2% |
| YTD | +13.7% | +32.6% | -18.8% | +6.5% |
| 1Y | +21.3% | +47.3% | -26.0% | +11.2% |
| 3Y | +309.9% | +107.5% | +202.4% | +242.3% |
| 5Y | +301.0% | +268.8% | +32.1% | +188.5% |
| 10Y | +344.0% | +883.3% | -539.3% | +136.2% |
| All | +1,712.6% | +8,008.3% | -6,295.7% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling