+262.7%
SYF vs AEIS
+545.5%
-282.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -1.3% | +6.5% | -7.8% | -3.8% |
| 30D | -1.1% | -9.2% | +8.1% | +2.0% |
| 3M | +7.4% | -8.3% | +15.8% | +6.7% |
| 6M | +16.2% | -6.3% | +22.5% | +11.5% |
| YTD | -6.1% | +36.5% | -42.6% | -25.4% |
| 1Y | +3.4% | +84.8% | -81.4% | -29.9% |
| 3Y | +162.9% | +176.6% | -13.7% | +42.0% |
| 5Y | +85.6% | +237.1% | -151.5% | -11.4% |
| 10Y | +262.7% | +554.7% | -291.9% | +14.6% |
| All | +262.7% | +545.5% | -282.8% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling