+573.6%
AEM vs SYF
+340.9%
+232.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | +24.0% | +0.8% | +23.2% | +24.0% |
| 3M | +16.1% | +13.4% | +2.7% | +15.8% |
| 6M | -11.6% | +16.3% | -28.0% | -11.8% |
| YTD | +21.5% | -3.0% | +24.6% | +21.4% |
| 1Y | +39.2% | +5.7% | +33.5% | +38.9% |
| 3Y | +347.4% | +160.1% | +187.3% | +339.8% |
| 5Y | +290.1% | +88.5% | +201.6% | +280.3% |
| 10Y | +357.8% | +263.1% | +94.7% | +353.3% |
| All | +573.6% | +340.9% | +232.7% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling