+8,153.7%
STLD vs AEIS
+5,112.4%
+3,041.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | +3.1% | +3.0% | +0.2% | +2.3% |
| 30D | -9.0% | -14.6% | +5.7% | -5.3% |
| 3M | -12.4% | -12.4% | +0.1% | -11.3% |
| 6M | +25.5% | -15.0% | +40.5% | +26.7% |
| YTD | +43.6% | +34.3% | +9.3% | +27.3% |
| 1Y | +87.2% | +87.4% | -0.2% | +50.4% |
| 3Y | +135.2% | +139.8% | -4.5% | +72.6% |
| 5Y | +290.9% | +220.7% | +70.1% | +161.8% |
| 10Y | +1,113.5% | +531.6% | +581.9% | +540.8% |
| All | +8,153.7% | +5,112.4% | +3,041.3% | +2,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling