+231.8%
AEIS vs SNY
+9.4%
+222.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | -14.8% | -2.2% | -12.7% | -14.7% |
| 3M | -15.6% | -3.0% | -12.5% | -15.5% |
| 6M | -8.7% | +2.7% | -11.4% | -9.5% |
| YTD | +37.3% | -6.8% | +44.2% | +38.0% |
| 1Y | +80.3% | -5.3% | +85.6% | +80.6% |
| 3Y | +177.9% | -9.8% | +187.7% | +177.3% |
| All | +231.8% | +9.4% | +222.3% | +195.0% |
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