+439.5%
SN vs AEIS
+64.0%
+375.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +0.8% |
| 7D | +7.2% | -11.3% | +18.5% | +10.0% |
| 30D | +20.4% | -32.6% | +53.0% | +34.3% |
| 3M | +23.9% | -39.2% | +63.1% | +41.4% |
| 6M | +93.0% | -45.4% | +138.4% | +122.5% |
| YTD | +99.2% | -5.8% | +105.1% | +75.8% |
| 1Y | +142.6% | -10.0% | +152.6% | +118.1% |
| 3Y | +398.8% | +121.2% | +277.6% | +172.7% |
| All | +439.5% | +64.0% | +375.5% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling