+167.6%
SYK vs AEE
+191.3%
-23.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -12.3% | -0.7% | -11.7% | -12.1% |
| 30D | -22.4% | -2.0% | -20.5% | -21.8% |
| 3M | -12.3% | -2.8% | -9.5% | -11.2% |
| 6M | -24.3% | -3.6% | -20.7% | -23.2% |
| YTD | -22.8% | +7.3% | -30.1% | -25.8% |
| 1Y | -28.8% | +8.7% | -37.5% | -32.1% |
| 3Y | -4.0% | +46.0% | -50.0% | -22.3% |
| 5Y | +3.8% | +39.8% | -35.9% | -14.8% |
| All | +167.6% | +191.3% | -23.7% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling