+170.4%
AEIS vs SARO
-23.7%
+194.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.0% |
| 7D | -0.2% | -4.0% | +3.8% | +1.7% |
| 30D | -16.4% | -16.1% | -0.3% | -9.4% |
| 3M | -11.1% | -4.5% | -6.6% | -8.7% |
| 6M | -12.0% | -17.0% | +5.0% | -5.1% |
| YTD | +30.9% | -17.5% | +48.4% | +41.0% |
| 1Y | +74.3% | -12.3% | +86.6% | +81.8% |
| All | +170.4% | -23.7% | +194.1% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling