+122.3%
STLD vs AEIS
+148.8%
-26.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -2.1% |
| 7D | +2.9% | +11.5% | -8.6% | -0.2% |
| 30D | -5.6% | -15.8% | +10.2% | -1.9% |
| 3M | -11.7% | -33.3% | +21.6% | -2.8% |
| 6M | -2.8% | -35.2% | +32.4% | +5.3% |
| YTD | +36.4% | +5.0% | +31.4% | +21.1% |
| 1Y | +50.0% | +8.5% | +41.5% | +31.1% |
| 3Y | +122.3% | +152.9% | -30.6% | +34.8% |
| All | +122.3% | +148.8% | -26.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling