+666.5%
SAN vs AEE
+813.9%
-147.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.8% | +0.3% | +1.4% | +1.6% |
| 30D | +2.0% | -2.3% | +4.3% | +3.3% |
| 3M | +19.7% | +0.2% | +19.5% | +18.8% |
| 6M | +30.6% | -4.7% | +35.4% | +33.2% |
| YTD | +28.8% | +8.1% | +20.7% | +21.6% |
| 1Y | +57.8% | +8.5% | +49.2% | +48.0% |
| 3Y | +338.1% | +48.9% | +289.2% | +232.0% |
| 5Y | +384.2% | +39.9% | +344.3% | +272.2% |
| 10Y | +353.2% | +186.5% | +166.6% | +99.1% |
| All | +666.5% | +813.9% | -147.4% | +66.3% |
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 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