+5,676.2%
SYK vs AEIS
+2,498.8%
+3,177.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.5% |
| 7D | -12.3% | -0.2% | -12.1% | -12.4% |
| 30D | -22.4% | -16.4% | -6.0% | -21.0% |
| 3M | -12.3% | -11.1% | -1.2% | -12.5% |
| 6M | -24.3% | -12.0% | -12.3% | -24.9% |
| YTD | -22.8% | +30.9% | -53.6% | -27.3% |
| 1Y | -28.8% | +74.3% | -103.1% | -35.6% |
| 3Y | -4.0% | +165.2% | -169.2% | -19.1% |
| 5Y | +3.8% | +220.0% | -216.2% | -15.2% |
| 10Y | +172.8% | +527.7% | -354.9% | +100.0% |
| All | +5,676.2% | +2,498.8% | +3,177.3% | +2,948.2% |
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