+300.4%
SYF vs AEE
+333.7%
-33.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.7% |
| 30D | +1.2% | +9.7% | -8.5% | -2.7% |
| 3M | -9.4% | +5.9% | -15.3% | -11.6% |
| 6M | +4.4% | +6.7% | -2.3% | +1.2% |
| YTD | -11.9% | +17.4% | -29.3% | -18.5% |
| 1Y | -0.4% | +12.7% | -13.1% | -6.3% |
| 3Y | +159.6% | +68.2% | +91.3% | +100.9% |
| 5Y | +60.9% | +57.3% | +3.6% | +26.6% |
| 10Y | +180.9% | +220.6% | -39.7% | +97.0% |
| All | +300.4% | +333.7% | -33.3% | +154.7% |
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