+319.1%
AEM vs SYF
+158.6%
+160.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | +1.4% | -3.6% | +4.9% | +1.7% |
| 30D | -1.2% | -1.7% | +0.5% | -1.0% |
| 3M | +2.5% | -7.8% | +10.3% | +3.2% |
| 6M | -5.1% | +3.4% | -8.5% | -5.1% |
| YTD | +10.4% | -12.2% | +22.6% | +10.6% |
| 1Y | +11.8% | -1.6% | +13.3% | +11.8% |
| All | +319.1% | +158.6% | +160.6% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling