+80.3%
AEIS vs SARO
-10.7%
+91.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.1% |
| 7D | +2.3% | -3.1% | +5.4% | +3.8% |
| 30D | -14.8% | -12.2% | -2.6% | -9.4% |
| 3M | -15.6% | -7.4% | -8.2% | -12.0% |
| 6M | -8.7% | -15.3% | +6.6% | -1.9% |
| YTD | +37.3% | -16.2% | +53.5% | +45.7% |
| 1Y | +80.3% | -12.1% | +92.4% | +82.2% |
| All | +80.3% | -10.7% | +91.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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