+205.1%
AEP vs STLD
+802.0%
-596.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | +5.4% | -9.2% | +14.5% | +5.8% |
| 6M | +0.4% | +1.8% | -1.4% | +0.1% |
| YTD | +15.5% | +42.1% | -26.6% | +13.1% |
| 1Y | +8.5% | +58.5% | -50.0% | +5.6% |
| 3Y | +84.6% | +128.2% | -43.6% | +74.4% |
| 5Y | +86.9% | +288.2% | -201.3% | +69.1% |
| 10Y | +205.1% | +799.8% | -594.7% | +159.4% |
| All | +205.1% | +802.0% | -596.9% | +159.4% |
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