+585.8%
AEE vs SNY
+241.9%
+343.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -2.4% | -3.0% | +0.6% | -1.7% |
| 6M | -2.7% | +2.7% | -5.4% | -3.8% |
| YTD | +7.3% | -6.8% | +14.1% | +8.9% |
| 1Y | +7.5% | -5.3% | +12.8% | +8.3% |
| 3Y | +46.2% | -9.8% | +56.0% | +46.0% |
| 5Y | +39.7% | +9.7% | +30.0% | +29.6% |
| 10Y | +191.3% | +64.5% | +126.8% | +134.9% |
| All | +585.8% | +241.9% | +343.9% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling