+50.9%
STLD vs AEE
+12.7%
+38.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -9.7% | +2.3% | -12.0% | -9.8% |
| 30D | -4.5% | +11.6% | -16.1% | -5.7% |
| 3M | -13.1% | +5.5% | -18.6% | -13.4% |
| 6M | -2.8% | +6.0% | -8.8% | -2.5% |
| YTD | +35.3% | +16.6% | +18.8% | +30.5% |
| All | +50.9% | +12.7% | +38.2% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling