+170.8%
AEP vs SYF
+255.8%
-85.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -1.0% | -5.5% | +4.5% | -0.4% |
| 30D | -0.1% | -3.9% | +3.8% | +0.3% |
| 3M | -3.2% | +8.9% | -12.1% | -4.2% |
| 6M | -5.3% | +16.2% | -21.5% | -7.1% |
| YTD | +9.5% | -8.4% | +18.0% | +10.1% |
| 1Y | +17.5% | +2.6% | +14.9% | +16.4% |
| 3Y | +77.0% | +156.4% | -79.4% | +51.7% |
| 5Y | +66.4% | +78.2% | -11.8% | +47.4% |
| All | +170.8% | +255.8% | -85.0% | +101.0% |
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