+61.9%
SYF vs AEIS
+150.6%
-88.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.0% | -1.0% |
| 7D | -3.6% | +9.5% | -13.0% | -6.9% |
| 30D | -1.7% | -17.5% | +15.8% | +3.0% |
| 3M | -7.8% | -29.3% | +21.5% | +0.7% |
| 6M | +3.4% | -34.7% | +38.1% | +12.4% |
| YTD | -12.2% | +10.7% | -22.9% | -27.1% |
| 1Y | -1.6% | +7.4% | -9.0% | -17.4% |
| 3Y | +157.8% | +161.1% | -3.3% | +30.6% |
| 5Y | +61.9% | +150.7% | -88.8% | -21.8% |
| All | +61.9% | +150.6% | -88.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling