+530.5%
SAN vs AEE
+881.3%
-350.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -9.4% | +8.8% | -18.2% | -13.8% |
| 3M | -17.1% | +5.1% | -22.2% | -19.6% |
| 6M | +2.2% | +5.2% | -3.0% | -1.5% |
| YTD | +6.0% | +16.1% | -10.1% | -4.1% |
| 1Y | +12.7% | +10.4% | +2.3% | +4.9% |
| 3Y | +242.1% | +63.1% | +179.0% | +146.5% |
| 5Y | +293.6% | +55.6% | +238.0% | +184.5% |
| 10Y | +266.1% | +217.1% | +49.0% | +51.5% |
| All | +530.5% | +881.3% | -350.8% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling