+319.5%
SN vs AEE
+35.5%
+284.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -9.3% | +0.3% | -9.7% | -9.4% |
| 30D | -4.8% | -2.3% | -2.5% | -4.3% |
| 3M | +40.4% | +0.2% | +40.2% | +40.1% |
| 6M | +50.9% | -4.7% | +55.7% | +52.3% |
| YTD | +54.9% | +8.1% | +46.8% | +52.1% |
| 1Y | +43.0% | +8.5% | +34.5% | +39.9% |
| 3Y | +391.8% | +48.9% | +342.9% | +343.4% |
| All | +319.5% | +35.5% | +284.0% | +382.7% |
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