+9,252.1%
STLD vs AEE
+813.9%
+8,438.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | -9.0% | -2.3% | -6.7% | -7.9% |
| 3M | -12.4% | +0.2% | -12.6% | -12.8% |
| 6M | +25.5% | -4.7% | +30.2% | +28.1% |
| YTD | +43.6% | +8.1% | +35.5% | +36.3% |
| 1Y | +87.2% | +8.5% | +78.6% | +76.4% |
| 3Y | +135.2% | +48.9% | +86.3% | +79.9% |
| 5Y | +290.9% | +39.9% | +251.0% | +204.0% |
| 10Y | +1,113.5% | +186.5% | +926.9% | +438.3% |
| All | +9,252.1% | +813.9% | +8,438.2% | +2,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling