+782.2%
STLD vs AEE
+205.5%
+576.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -9.7% | +2.3% | -12.0% | -10.3% |
| 30D | -4.5% | +11.6% | -16.1% | -7.5% |
| 3M | -13.1% | +5.5% | -18.6% | -14.5% |
| 6M | -2.8% | +6.0% | -8.8% | -4.6% |
| YTD | +35.3% | +16.6% | +18.8% | +29.0% |
| 1Y | +51.4% | +12.1% | +39.3% | +45.9% |
| 3Y | +117.9% | +64.2% | +53.7% | +84.6% |
| 5Y | +272.6% | +59.1% | +213.5% | +217.5% |
| 10Y | +782.2% | +210.2% | +572.0% | +688.3% |
| All | +782.2% | +205.5% | +576.7% | +688.3% |
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