+548.7%
SAN vs AEE
+879.2%
-330.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -6.3% | +9.7% | -16.0% | -11.2% |
| 3M | -14.1% | +5.8% | -19.9% | -17.0% |
| 6M | +4.2% | +4.5% | -0.3% | +0.8% |
| YTD | +9.0% | +15.8% | -6.8% | -1.2% |
| 1Y | +18.8% | +10.8% | +8.0% | +10.4% |
| 3Y | +252.0% | +62.8% | +189.2% | +153.9% |
| 5Y | +299.5% | +56.1% | +243.4% | +188.1% |
| 10Y | +276.7% | +216.4% | +60.2% | +56.1% |
| All | +548.7% | +879.2% | -330.6% | +35.2% |
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