-5.3%
SYK vs AEE
+13.9%
-19.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.4% |
| 7D | +11.7% | +4.7% | +7.0% | +10.0% |
| 30D | +19.1% | +13.4% | +5.7% | +14.3% |
| 3M | +1.4% | +4.1% | -2.6% | +0.1% |
| 6M | +17.4% | +2.0% | +15.4% | +17.0% |
| YTD | -2.5% | +15.6% | -18.2% | -4.6% |
| 1Y | -5.3% | +14.1% | -19.4% | -7.3% |
| All | -5.3% | +13.9% | -19.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling