+107.5%
STLD vs AEE
+57.7%
+49.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -11.1% | +2.1% | -13.2% | -11.2% |
| 30D | -4.8% | +11.4% | -16.2% | -5.4% |
| 3M | -14.6% | +5.0% | -19.5% | -14.8% |
| 6M | -7.4% | +4.4% | -11.8% | -7.5% |
| YTD | +32.6% | +15.4% | +17.2% | +31.5% |
| 1Y | +47.3% | +13.8% | +33.6% | +46.3% |
| 3Y | +107.5% | +58.0% | +49.5% | +101.3% |
| All | +107.5% | +57.7% | +49.9% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling