+297.8%
SAN vs AEIS
+144.8%
+153.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.3% | -5.2% | +3.4% |
| 7D | +8.7% | +1.0% | +7.8% | +7.5% |
| 30D | -6.5% | -24.0% | +17.5% | -1.0% |
| 3M | -14.2% | -32.5% | +18.3% | -7.1% |
| 6M | +2.7% | -38.6% | +41.3% | +11.8% |
| YTD | +8.9% | +4.8% | +4.0% | -0.7% |
| 1Y | +23.4% | +1.3% | +22.0% | +13.5% |
| 3Y | +257.9% | +159.2% | +98.7% | +124.4% |
| 5Y | +297.8% | +140.8% | +156.9% | +147.7% |
| All | +297.8% | +144.8% | +153.0% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling