+335.4%
SAN vs AEE
+191.3%
+144.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -0.5% | -2.0% | +1.4% | +0.1% |
| 3M | +22.7% | -2.8% | +25.6% | +23.6% |
| 6M | +28.8% | -3.6% | +32.4% | +29.8% |
| YTD | +26.3% | +7.3% | +18.9% | +22.1% |
| 1Y | +48.8% | +8.7% | +40.1% | +43.0% |
| 3Y | +347.2% | +46.0% | +301.2% | +280.1% |
| 5Y | +383.8% | +39.8% | +344.0% | +313.7% |
| All | +335.4% | +191.3% | +144.2% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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