+551.6%
AEIS vs SNY
+64.5%
+487.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +2.3% | -3.3% | +5.6% | +3.4% |
| 30D | -14.8% | -2.2% | -12.7% | -14.3% |
| 3M | -15.6% | -3.0% | -12.5% | -15.5% |
| 6M | -8.7% | +2.7% | -11.4% | -10.8% |
| YTD | +37.3% | -6.8% | +44.2% | +39.0% |
| 1Y | +80.3% | -5.3% | +85.6% | +80.8% |
| 3Y | +177.9% | -9.8% | +187.7% | +173.4% |
| 5Y | +235.8% | +9.7% | +226.2% | +183.1% |
| All | +551.6% | +64.5% | +487.1% | +369.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling