+139.0%
SN vs AEE
+12.4%
+126.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +7.6% | +3.0% | +4.6% | +6.8% |
| 30D | +22.4% | +11.2% | +11.2% | +20.0% |
| 3M | +21.7% | +7.0% | +14.7% | +20.1% |
| 6M | +102.8% | +5.7% | +97.1% | +100.1% |
| YTD | +102.4% | +16.2% | +86.2% | +100.6% |
| 1Y | +139.0% | +12.0% | +126.9% | +132.1% |
| All | +139.0% | +12.4% | +126.6% | +132.1% |
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