+412.0%
SN vs AEE
+49.7%
+362.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -5.6% | -1.2% | -4.4% | -5.4% |
| 3M | +48.1% | +1.0% | +47.0% | +47.6% |
| 6M | +57.6% | -2.3% | +59.9% | +58.1% |
| YTD | +56.5% | +9.1% | +47.4% | +54.2% |
| 1Y | +52.6% | +10.6% | +42.0% | +49.6% |
| 3Y | +412.0% | +48.5% | +363.5% | +371.8% |
| All | +412.0% | +49.7% | +362.3% | +371.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling