+167.3%
AEP vs STLD
+1,080.9%
-913.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.8% | +3.1% | -1.4% | +1.6% |
| 30D | -0.8% | -9.0% | +8.2% | -0.4% |
| 3M | -1.8% | -12.4% | +10.5% | -1.3% |
| 6M | -5.4% | +25.5% | -30.9% | -6.6% |
| YTD | +10.4% | +43.6% | -33.2% | +8.1% |
| 1Y | +18.2% | +87.2% | -69.0% | +14.0% |
| 3Y | +79.0% | +135.2% | -56.3% | +68.9% |
| 5Y | +64.8% | +290.9% | -226.0% | +49.2% |
| All | +167.3% | +1,080.9% | -913.6% | +108.4% |
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