+9,044.4%
STLD vs AEE
+882.7%
+8,161.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | -4.7% | +3.0% | -7.7% | -6.3% |
| 30D | -0.9% | +11.2% | -12.2% | -6.8% |
| 3M | -11.9% | +7.0% | -18.9% | -15.4% |
| 6M | +0.9% | +5.7% | -4.8% | -2.8% |
| YTD | +40.4% | +16.2% | +24.2% | +27.7% |
| 1Y | +56.6% | +12.0% | +44.5% | +45.2% |
| 3Y | +125.5% | +63.4% | +62.1% | +63.7% |
| 5Y | +292.8% | +56.0% | +236.8% | +187.4% |
| 10Y | +787.1% | +217.4% | +569.7% | +271.2% |
| All | +9,044.4% | +882.7% | +8,161.7% | +1,946.0% |
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 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