+387.3%
SAN vs AEIS
+228.8%
+158.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +3.3% | +8.1% | -4.8% | +1.1% |
| 30D | +1.1% | -11.1% | +12.2% | +3.9% |
| 3M | +22.2% | -5.6% | +27.9% | +21.1% |
| 6M | +36.0% | -0.6% | +36.7% | +30.8% |
| YTD | +28.2% | +38.0% | -9.8% | +10.6% |
| 1Y | +54.1% | +87.2% | -33.1% | +19.0% |
| 3Y | +354.2% | +179.7% | +174.6% | +189.2% |
| 5Y | +387.3% | +241.7% | +145.5% | +174.9% |
| All | +387.3% | +228.8% | +158.5% | +174.9% |
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