-12.0%
AEIS vs SARO
-17.8%
+5.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.1% |
| 7D | -0.2% | -4.0% | +3.8% | +1.5% |
| 30D | -16.4% | -16.1% | -0.3% | -10.3% |
| 3M | -11.1% | -4.5% | -6.6% | -7.5% |
| 6M | -12.0% | -17.0% | +5.0% | -2.5% |
| All | -12.0% | -17.8% | +5.8% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling