+267.7%
SAN vs AEIS
+332.3%
-64.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.6% | +1.8% |
| 7D | +4.0% | +11.5% | -7.5% | +0.6% |
| 30D | -7.8% | -15.8% | +7.9% | -4.6% |
| 3M | -16.4% | -33.3% | +17.0% | -8.0% |
| 6M | +3.5% | -35.2% | +38.7% | +12.0% |
| YTD | +6.7% | +5.0% | +1.7% | -3.3% |
| 1Y | +14.5% | +8.5% | +6.0% | +2.4% |
| 3Y | +243.5% | +152.9% | +90.6% | +116.2% |
| 5Y | +296.2% | +144.6% | +151.6% | +144.8% |
| All | +267.7% | +332.3% | -64.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling