+167.2%
SYF vs AEIS
+173.5%
-6.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.4% |
| 7D | +2.6% | +8.1% | -5.5% | +0.2% |
| 30D | 0.0% | -11.1% | +11.2% | +3.0% |
| 3M | +11.9% | -5.6% | +17.6% | +10.2% |
| 6M | +18.9% | -0.6% | +19.6% | +11.9% |
| YTD | -4.6% | +38.0% | -42.6% | -23.2% |
| 1Y | +6.4% | +87.2% | -80.9% | -27.4% |
| 3Y | +167.2% | +179.7% | -12.5% | +44.7% |
| All | +167.2% | +173.5% | -6.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling