+148.0%
SN vs AEE
+12.0%
+136.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +21.5% | +9.7% | +11.8% | +19.4% |
| 3M | +20.0% | +5.9% | +14.1% | +18.7% |
| 6M | +119.9% | +6.7% | +113.2% | +116.5% |
| YTD | +102.3% | +17.4% | +85.0% | +100.7% |
| 1Y | +148.0% | +12.7% | +135.3% | +139.8% |
| All | +148.0% | +12.0% | +136.0% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling