+205.1%
AEP vs SYF
+189.2%
+16.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +0.7% | -3.6% | +4.3% | +1.1% |
| 30D | +4.8% | -1.7% | +6.5% | +5.0% |
| 3M | +5.4% | -7.8% | +13.2% | +6.2% |
| 6M | +0.4% | +3.4% | -3.0% | -0.3% |
| YTD | +15.5% | -12.2% | +27.7% | +16.6% |
| 1Y | +8.5% | -1.6% | +10.1% | +8.0% |
| 3Y | +84.6% | +157.8% | -73.2% | +57.4% |
| 5Y | +86.9% | +61.9% | +25.0% | +67.5% |
| 10Y | +205.1% | +180.0% | +25.1% | +131.0% |
| All | +205.1% | +189.2% | +16.0% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling