+487.2%
AEM vs SYF
+300.4%
+186.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -6.8% | -2.0% | -4.8% | -6.8% |
| 30D | +0.8% | +1.2% | -0.4% | +0.8% |
| 3M | -0.8% | -9.4% | +8.5% | -0.6% |
| 6M | -8.5% | +4.4% | -12.9% | -8.5% |
| YTD | +5.9% | -11.9% | +17.9% | +6.1% |
| 1Y | +6.6% | -0.4% | +7.0% | +6.6% |
| 3Y | +302.2% | +159.6% | +142.6% | +296.0% |
| 5Y | +250.8% | +60.9% | +189.9% | +241.9% |
| 10Y | +406.1% | +180.9% | +225.1% | +395.6% |
| All | +487.2% | +300.4% | +186.8% | +489.1% |
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 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