+323.8%
SN vs AEIS
+140.3%
+183.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | +0.1% | +8.1% | -8.0% | -2.7% |
| 30D | -5.6% | -11.1% | +5.5% | -2.2% |
| 3M | +48.1% | -5.6% | +53.7% | +45.1% |
| 6M | +57.6% | -0.6% | +58.3% | +48.0% |
| YTD | +56.5% | +38.0% | +18.5% | +25.2% |
| 1Y | +52.6% | +87.2% | -34.7% | +3.0% |
| 3Y | +412.0% | +179.7% | +232.3% | +172.2% |
| All | +323.8% | +140.3% | +183.5% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling