+340.9%
SYF vs AEIS
+1,602.4%
-1,261.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | +2.4% | +3.0% | -0.6% | +1.2% |
| 30D | +0.8% | -14.6% | +15.5% | +6.5% |
| 3M | +13.4% | -12.4% | +25.8% | +14.6% |
| 6M | +16.3% | -15.0% | +31.3% | +16.4% |
| YTD | -3.0% | +34.3% | -37.3% | -21.5% |
| 1Y | +5.7% | +87.4% | -81.7% | -27.4% |
| 3Y | +160.1% | +139.8% | +20.3% | +54.5% |
| 5Y | +88.5% | +220.7% | -132.2% | -4.0% |
| 10Y | +263.1% | +531.6% | -268.5% | +28.8% |
| All | +340.9% | +1,602.4% | -1,261.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling