+361.5%
SAN vs AEIS
+157.5%
+204.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.3% |
| 7D | +1.8% | +3.0% | -1.2% | +1.1% |
| 30D | +2.0% | -14.6% | +16.6% | +5.1% |
| 3M | +19.7% | -12.4% | +32.2% | +20.8% |
| 6M | +30.6% | -15.0% | +45.6% | +31.3% |
| YTD | +28.8% | +34.3% | -5.4% | +16.3% |
| 1Y | +57.8% | +87.4% | -29.6% | +30.0% |
| All | +361.5% | +157.5% | +204.0% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling