+336.9%
SAN vs AEIS
+545.5%
-208.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.5% | +6.5% | -6.9% | -2.4% |
| 30D | -0.1% | -9.2% | +9.1% | +2.4% |
| 3M | +19.6% | -8.3% | +28.0% | +19.6% |
| 6M | +32.7% | -6.3% | +39.0% | +29.9% |
| YTD | +26.7% | +36.5% | -9.8% | +8.6% |
| 1Y | +51.6% | +84.8% | -33.1% | +15.9% |
| 3Y | +348.7% | +176.6% | +172.2% | +183.8% |
| 5Y | +378.7% | +237.1% | +141.6% | +174.3% |
| 10Y | +336.9% | +554.7% | -217.7% | +67.0% |
| All | +336.9% | +545.5% | -208.6% | +67.0% |
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