+348.2%
AEM vs SYF
+170.1%
+178.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +4.3% | +2.6% | +1.7% | +4.1% |
| 30D | +13.1% | 0.0% | +13.1% | +13.1% |
| 3M | +24.8% | +11.9% | +12.9% | +23.9% |
| 6M | -8.2% | +18.9% | -27.2% | -8.9% |
| YTD | +19.8% | -4.6% | +24.4% | +19.3% |
| 1Y | +32.1% | +6.4% | +25.7% | +31.2% |
| 3Y | +348.2% | +167.2% | +181.0% | +275.1% |
| All | +348.2% | +170.1% | +178.1% | +275.1% |
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