+258.8%
STLD vs AEIS
+109.5%
+149.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -1.5% |
| 7D | -11.1% | -11.3% | +0.2% | -8.1% |
| 30D | -4.8% | -32.6% | +27.8% | +7.0% |
| 3M | -14.6% | -39.2% | +24.6% | -1.5% |
| 6M | -7.4% | -45.4% | +38.0% | +7.7% |
| YTD | +32.6% | -5.8% | +38.4% | +21.3% |
| 1Y | +47.3% | -10.0% | +57.3% | +36.7% |
| 3Y | +107.5% | +121.2% | -13.6% | +23.8% |
| All | +258.8% | +109.5% | +149.3% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling