+205.1%
AEP vs SAN
+275.0%
-69.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +0.7% | +3.4% | -2.7% | +0.4% |
| 30D | +4.8% | -6.3% | +11.1% | +5.4% |
| 3M | +5.4% | -14.1% | +19.5% | +6.9% |
| 6M | +0.4% | +4.2% | -3.8% | -0.4% |
| YTD | +15.5% | +9.0% | +6.5% | +13.5% |
| 1Y | +8.5% | +18.8% | -10.2% | +5.6% |
| 3Y | +84.6% | +252.0% | -167.4% | +56.4% |
| 5Y | +86.9% | +299.5% | -212.6% | +53.1% |
| 10Y | +205.1% | +276.7% | -71.5% | +126.1% |
| All | +205.1% | +275.0% | -69.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling