+301.0%
AEM vs SYF
+89.2%
+211.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +12.5% | -1.1% | +13.6% | +12.6% |
| 3M | +26.9% | +7.4% | +19.5% | +26.0% |
| 6M | -9.4% | +16.2% | -25.7% | -10.6% |
| YTD | +20.3% | -6.1% | +26.4% | +20.4% |
| 1Y | +33.8% | +3.4% | +30.4% | +32.9% |
| 3Y | +349.8% | +162.9% | +187.0% | +289.1% |
| 5Y | +301.0% | +85.6% | +215.4% | +246.7% |
| All | +301.0% | +89.2% | +211.8% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling