+194.6%
AEP vs STLD
+779.4%
-584.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | -1.5% | -9.7% | +8.1% | -1.1% |
| 30D | +4.5% | -4.5% | +9.0% | +4.7% |
| 3M | +2.8% | -13.1% | +15.9% | +3.5% |
| 6M | -0.7% | -2.8% | +2.1% | -0.7% |
| YTD | +13.8% | +35.3% | -21.5% | +11.7% |
| 1Y | +9.0% | +51.4% | -42.4% | +6.3% |
| 3Y | +83.0% | +117.9% | -34.9% | +73.4% |
| 5Y | +83.3% | +272.6% | -189.3% | +66.3% |
| 10Y | +194.6% | +782.2% | -587.6% | +155.0% |
| All | +194.6% | +779.4% | -584.8% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling