+167.6%
SYK vs AEIS
+531.1%
-363.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.2% |
| 7D | -12.3% | -0.2% | -12.1% | -12.4% |
| 30D | -22.4% | -16.4% | -6.0% | -20.0% |
| 3M | -12.3% | -11.1% | -1.2% | -12.9% |
| 6M | -24.3% | -12.0% | -12.3% | -25.8% |
| YTD | -22.8% | +30.9% | -53.6% | -32.0% |
| 1Y | -28.8% | +74.3% | -103.1% | -42.5% |
| 3Y | -4.0% | +165.2% | -169.2% | -33.9% |
| 5Y | +3.8% | +220.0% | -216.2% | -34.1% |
| All | +167.6% | +531.1% | -363.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling