+378.7%
SAN vs AEE
+39.2%
+339.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | +1.1% | -1.5% | -0.8% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +19.6% | -0.9% | +20.6% | +19.5% |
| 6M | +32.7% | -2.4% | +35.1% | +33.0% |
| YTD | +26.7% | +8.6% | +18.1% | +22.7% |
| 1Y | +51.6% | +10.2% | +41.5% | +46.0% |
| 3Y | +348.7% | +47.8% | +300.9% | +290.0% |
| 5Y | +378.7% | +40.1% | +338.6% | +329.3% |
| All | +378.7% | +39.2% | +339.6% | +329.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling