+1,032.1%
AEP vs STLD
+8,008.3%
-6,976.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -2.8% | -11.1% | +8.3% | -1.7% |
| 30D | +3.6% | -4.8% | +8.4% | +4.1% |
| 3M | +1.8% | -14.6% | +16.3% | +3.2% |
| 6M | -3.1% | -7.4% | +4.3% | -2.7% |
| YTD | +12.2% | +32.6% | -20.3% | +8.3% |
| 1Y | +9.1% | +47.3% | -38.2% | +4.1% |
| 3Y | +77.9% | +107.5% | -29.6% | +61.5% |
| 5Y | +78.1% | +268.8% | -190.7% | +49.3% |
| 10Y | +187.8% | +883.3% | -695.5% | +105.9% |
| All | +1,032.1% | +8,008.3% | -6,976.3% | +477.1% |
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