+22.7%
SYY vs AEE
+38.5%
-15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -2.3% | -2.0% | -0.3% | -1.5% |
| 3M | +5.5% | -2.8% | +8.3% | +6.7% |
| 6M | -1.0% | -3.6% | +2.6% | +0.2% |
| YTD | +14.1% | +7.3% | +6.8% | +10.1% |
| 1Y | +5.6% | +8.7% | -3.1% | +1.2% |
| 3Y | +27.9% | +46.0% | -18.1% | +7.4% |
| 5Y | +22.7% | +39.8% | -17.0% | +5.6% |
| All | +22.7% | +38.5% | -15.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling