+80.8%
STLD vs AEIS
+86.7%
-5.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +2.7% | +8.1% | -5.5% | +1.2% |
| 30D | -8.4% | -11.1% | +2.7% | -6.6% |
| 3M | -9.9% | -5.6% | -4.2% | -10.5% |
| 6M | +33.0% | -0.6% | +33.7% | +27.9% |
| YTD | +42.6% | +38.0% | +4.5% | +26.6% |
| 1Y | +80.8% | +87.2% | -6.5% | +46.4% |
| All | +80.8% | +86.7% | -5.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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