+328.0%
SN vs AEIS
+172.0%
+155.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -3.4% | +6.5% | -9.9% | -5.5% |
| 30D | -9.1% | -9.2% | +0.1% | -6.5% |
| 3M | +31.8% | -8.3% | +40.1% | +30.6% |
| 6M | +52.0% | -6.3% | +58.4% | +46.6% |
| YTD | +51.3% | +36.5% | +14.8% | +22.0% |
| 1Y | +46.9% | +84.8% | -37.9% | +0.2% |
| All | +328.0% | +172.0% | +155.9% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling