+39.2%
SN vs AEE
+8.8%
+30.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -13.6% | -2.9% | -10.7% | -13.2% |
| 3M | +18.6% | -2.4% | +21.0% | +18.9% |
| 6M | +46.0% | -2.7% | +48.7% | +46.5% |
| YTD | +43.7% | +7.3% | +36.4% | +44.8% |
| 1Y | +39.2% | +7.5% | +31.6% | +36.4% |
| All | +39.2% | +8.8% | +30.4% | +36.4% |
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