+48.8%
SAN vs AEIS
+76.3%
-27.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -0.5% | -16.4% | +15.9% | +2.3% |
| 3M | +22.7% | -11.1% | +33.9% | +22.7% |
| 6M | +28.8% | -12.0% | +40.8% | +27.5% |
| YTD | +26.3% | +30.9% | -4.6% | +19.0% |
| 1Y | +48.8% | +74.3% | -25.5% | +35.6% |
| All | +48.8% | +76.3% | -27.4% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling