+169.3%
AEP vs STLD
+1,072.4%
-903.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | +2.0% | +2.7% | -0.7% | +1.9% |
| 30D | +0.5% | -8.4% | +8.9% | +0.9% |
| 3M | -0.3% | -9.9% | +9.5% | +0.1% |
| 6M | -3.5% | +33.0% | -36.5% | -5.0% |
| YTD | +11.3% | +42.6% | -31.3% | +9.0% |
| 1Y | +20.2% | +80.8% | -60.5% | +16.2% |
| 3Y | +79.8% | +143.4% | -63.7% | +69.2% |
| 5Y | +65.6% | +293.4% | -227.8% | +49.8% |
| 10Y | +169.3% | +1,080.4% | -911.1% | +110.0% |
| All | +169.3% | +1,072.4% | -903.1% | +110.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling