+251.1%
SAN vs AEE
+62.8%
+188.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -6.3% | +9.7% | -16.0% | -8.1% |
| 3M | -14.1% | +5.8% | -19.9% | -15.2% |
| 6M | +4.2% | +4.5% | -0.3% | +2.8% |
| YTD | +9.0% | +15.8% | -6.8% | +4.6% |
| 1Y | +18.8% | +10.8% | +8.0% | +15.3% |
| All | +251.1% | +62.8% | +188.3% | +200.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling