+448.1%
SN vs AEIS
+84.5%
+363.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +7.6% | -6.9% | +14.4% | +9.0% |
| 30D | +22.4% | -23.2% | +45.6% | +31.1% |
| 3M | +21.7% | -29.5% | +51.1% | +32.4% |
| 6M | +102.8% | -37.9% | +140.7% | +124.3% |
| YTD | +102.4% | +6.0% | +96.4% | +72.1% |
| 1Y | +139.0% | +1.2% | +137.7% | +107.0% |
| 3Y | +440.4% | +150.0% | +290.4% | +183.6% |
| All | +448.1% | +84.5% | +363.6% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling