+168.4%
SYF vs AEE
+219.0%
-50.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -2.2% | +8.8% | -11.0% | -6.1% |
| 3M | -9.3% | +5.1% | -14.4% | -11.6% |
| 6M | +2.1% | +5.2% | -3.1% | -0.8% |
| YTD | -12.6% | +16.1% | -28.7% | -19.6% |
| 1Y | -3.4% | +10.4% | -13.9% | -9.0% |
| 3Y | +156.5% | +63.1% | +93.4% | +93.8% |
| 5Y | +59.6% | +55.6% | +4.0% | +21.2% |
| All | +168.4% | +219.0% | -50.6% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling