+2,214.6%
AEP vs SAN
+2,116.5%
+98.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.8% | +1.8% | 0.0% | +1.5% |
| 30D | -0.8% | +2.0% | -2.8% | -1.1% |
| 3M | -1.8% | +19.7% | -21.6% | -4.8% |
| 6M | -5.4% | +30.6% | -36.0% | -9.7% |
| YTD | +10.4% | +28.8% | -18.4% | +5.3% |
| 1Y | +18.2% | +57.8% | -39.6% | +8.9% |
| 3Y | +79.0% | +338.1% | -259.2% | +38.4% |
| 5Y | +64.8% | +384.2% | -319.4% | +22.7% |
| 10Y | +170.8% | +353.1% | -182.3% | +92.6% |
| All | +2,214.6% | +2,116.5% | +98.2% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling