-22.3%
SYK vs AEE
+8.8%
-31.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -8.3% | +0.3% | -8.7% | -8.4% |
| 30D | -10.1% | -2.3% | -7.8% | -9.3% |
| 3M | +0.9% | +0.2% | +0.7% | +1.6% |
| 6M | -20.2% | -4.7% | -15.4% | -18.7% |
| YTD | -13.3% | +8.1% | -21.4% | -14.1% |
| 1Y | -22.3% | +8.5% | -30.9% | -23.2% |
| All | -22.3% | +8.8% | -31.2% | -23.2% |
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