+439.5%
SN vs AEE
+44.7%
+394.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | +7.2% | +2.1% | +5.1% | +6.7% |
| 30D | +20.4% | +11.4% | +9.0% | +17.6% |
| 3M | +23.9% | +5.0% | +18.9% | +22.6% |
| 6M | +93.0% | +4.4% | +88.6% | +90.9% |
| YTD | +99.2% | +15.4% | +83.8% | +92.9% |
| 1Y | +142.6% | +13.8% | +128.8% | +135.2% |
| 3Y | +398.8% | +58.0% | +340.8% | +338.8% |
| All | +439.5% | +44.7% | +394.8% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling