+93.0%
SN vs AEE
+4.8%
+88.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | +7.2% | +2.1% | +5.1% | +6.8% |
| 30D | +20.4% | +11.4% | +9.0% | +19.1% |
| 3M | +23.9% | +5.0% | +18.9% | +23.2% |
| 6M | +93.0% | +4.4% | +88.6% | +92.8% |
| All | +93.0% | +4.8% | +88.3% | +92.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling