+18.6%
AEP vs SAN
+53.7%
-35.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | -1.7% | +19.6% | -21.3% | -2.0% |
| 6M | -4.0% | +32.7% | -36.7% | -4.7% |
| YTD | +10.6% | +26.7% | -16.1% | +8.5% |
| 1Y | +18.6% | +51.6% | -33.0% | +13.5% |
| All | +18.6% | +53.7% | -35.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling