+340.9%
SYF vs AEE
+299.5%
+41.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +0.8% | -2.3% | +3.1% | +1.8% |
| 3M | +13.4% | +0.2% | +13.2% | +13.0% |
| 6M | +16.3% | -4.7% | +21.1% | +18.2% |
| YTD | -3.0% | +8.1% | -11.1% | -7.0% |
| 1Y | +5.7% | +8.5% | -2.8% | +0.9% |
| 3Y | +160.1% | +48.9% | +111.2% | +111.9% |
| 5Y | +88.5% | +39.9% | +48.6% | +56.0% |
| 10Y | +263.1% | +186.5% | +76.5% | +164.0% |
| All | +340.9% | +299.5% | +41.4% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling