+1,080.4%
STLD vs AEE
+185.4%
+895.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | -8.4% | -1.2% | -7.2% | -8.2% |
| 3M | -9.9% | +1.0% | -10.9% | -10.2% |
| 6M | +33.0% | -2.3% | +35.3% | +33.6% |
| YTD | +42.6% | +9.1% | +33.4% | +38.5% |
| 1Y | +80.8% | +10.6% | +70.2% | +74.6% |
| 3Y | +143.4% | +48.5% | +94.9% | +112.7% |
| 5Y | +293.4% | +39.9% | +253.5% | +248.6% |
| 10Y | +1,080.4% | +185.7% | +894.7% | +902.9% |
| All | +1,080.4% | +185.4% | +895.0% | +902.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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