+41.2%
AEE vs SNY
+9.4%
+31.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -3.3% | +2.5% | -0.2% |
| 30D | -2.9% | -2.2% | -0.8% | -2.6% |
| 3M | -2.4% | -3.0% | +0.6% | -2.0% |
| 6M | -2.7% | +2.7% | -5.4% | -3.3% |
| YTD | +7.3% | -6.8% | +14.1% | +8.3% |
| 1Y | +7.5% | -5.3% | +12.8% | +8.0% |
| 3Y | +46.2% | -9.8% | +56.0% | +46.2% |
| All | +41.2% | +9.4% | +31.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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